Strong convergence of stochastic taylor expansions of two-parameter random fields

DOI10.1080/07362999708809469MaRDI QIDQ4381685zbMATH OpenOpenAlexFDO

Authors Vo V. Anh, Yenkun Huang, Peter E. Kloeden

Publication date 4 May 1998

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

Full work available at URL https://doi.org/10.1080/07362999708809469

zbMATH Keywords

convergencestochastic differential equationsWong-Zakai-Ito formula

Mathematics Subject Classification ID

Random fields (60G60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cites work

• scientific article; zbMATH DE number 41998 (Why is no real title available?)
• scientific article; zbMATH DE number 54145 (Why is no real title available?)
• An extension of stochastic integrals in the plane
• Estimate on moments of the solutions to stochastic differential equations in the plane
• Existence of strong solutions for stochastic differential equations in the plane
• Martingales and stochastic integrals for processes with a multi-dimensional parameter
• Stochastic equations of hyperbolic type and a two-parameter Stratonovich calculus
• Stochastic integrals in the plane
• Stopping times and an extension of stochastic integrals in the plane
• The sample function continuity of stochastic integrals in the plane
• Weak martingales and stochastic integrals in the plane

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(3)

• Stochastic models for fractal processes
• Pathwise Taylor expansions for random fields on multiple dimensional paths
• A stochastic Taylor formula for functionals of two-parameter semimartingales

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