An extension of the Wong-Zakai theorem for stochastic evolution equations in Hilbert spaces

DOI10.1080/07362999208809284zbMath0754.60060OpenAlexW2017656572MaRDI QIDQ4019363

Krystyna Twardowska

Publication date: 16 January 1993

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999208809284

zbMATH Keywords

Wiener processHilbert spacemild solutionsstochastic evolution equationsconvergence of ordinary integrals to stochastic integrals

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (19)

A Wong–Zakai Type Approximation for Multiple Wiener–Stratonovich Integrals ⋮ Almost sure approximation of Wong-Zakai type for stochastic partial differential equations ⋮ An approximation theorem of Wong-Zakai type for stochastic Navier-Stokes equations ⋮ Wong-Zakai type approximation of SPDEs of Lévy noise ⋮ Wong-Zakai approximations for stochastic differential equations ⋮ Wong–Zakai approximations and limiting dynamics of stochastic Ginzburg–Landau equations ⋮ Wong-Zakai approximations and attractors for stochastic reaction-diffusion equations on unbounded domains ⋮ Wong-Zakai approximations and attractors for non-autonomous stochastic FitzHugh-Nagumo system on unbounded domains ⋮ Conjugate dynamics on center-manifolds for stochastic partial differential equations ⋮ Wong-Zakai approximations for stochastic differential equations with path-dependent coefficients ⋮ An approximation theorem of wong-zakai type for nonlinear stochastic partial differential equations ⋮ Wong-Zakai approximations and asymptotic behavior of stochastic Ginzburg-Landau equations ⋮ Stochastic hyperbolic systems, small perturbations and pathwise approximation ⋮ Wong-Zakai approximations and periodic solutions in distribution of dissipative stochastic differential equations ⋮ The Wong-Zakai approximations of invariant manifolds and foliations for stochastic evolution equations ⋮ Wong–Zakai approximations with convergence rate for stochastic partial differential equations ⋮ Global martingale solutions for quasilinear SPDEs via the boundedness-by-entropy method ⋮ Wong–Zakai approximations and long term behavior of stochastic FitzHugh–Nagumo system ⋮ Wong-Zakai approximations and long term behavior of stochastic partial differential equations

Cites Work

• On Wong-Zakai approximation of stochastic differential equations
• Semigroups of linear operators and applications to partial differential equations
• Semimartingales: A course on stochastic processes
• Ito's lemma in infinite dimensions
• An approach to Ito linear equations in Hilbert spaces by approximation of white noise with coloured noise
• Some properties of mild solutions of delay stochastic evolution equations
• Regularity of solutions of linear stochastic equations in hilbert spaces
• On stochastic evolution equations driven by continuous semimartingales
• On the approximation of stochastic partial differential equations i
• A submartingale type inequality with applicatinos to stochastic evolution equations
• On Decomposition of Generators
• On the Convergence of Ordinary Integrals to Stochastic Integrals
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