Wong-Zakai type convergence in infinite dimensions
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Publication:388882
DOI10.1214/EJP.v18-2650zbMath1287.60071arXiv1111.6114MaRDI QIDQ388882
Publication date: 17 January 2014
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1111.6114
stochastic differential equation; weak convergence; \(H^{\#}\)-semimartingales; Banach space-valued semimartingales; infinite-dimensional semimartingales; uniform tightness; Wong-Zakai
60F05: Central limit and other weak theorems
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60H05: Stochastic integrals
60H20: Stochastic integral equations