On the Convergence of Ordinary Integrals to Stochastic Integrals

Cited In (only showing first 100 items - show all)

Stochastic differential equations in mathematical demography: A review
The discontinuous Galerkin method for stochastic differential equations driven by additive noises
Title not available (Why is that?)
Smooth approximation of stochastic differential equations
Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions
Modeling and approximation of stochastic differential equations driven by semimartingales^†
From constructive field theory to fractional stochastic calculus. II: Constructive proof of convergence for the Lévy area of fractional Brownian motion with Hurst index \(\alpha \in \left(\frac{1}{8},\frac{1}{4}\right)\)
Asymptotic behavior of M-estimator and related random field for diffusion process
A Wong-Zakai approximation for random invariant manifolds
Asymptotic properties of Monte Carlo estimators of diffusion processes
Random traveling wave and bifurcations of asymptotic behaviors in the stochastic KPP equation driven by dual noises
A Petrov-Galerkin finite element method using polyfractonomials to solve stochastic fractional differential equations
Beyond Itô versus Stratonovich
The relation between mixed and rough SDEs and its application to numerical methods
Wong-zaksi approximations for reflecting stochastic differential equations
Random environments and stochastic calculus
Rate of convergence of transport processes with an application to stochastic differential equations
A formal approach to stochastic integration and differential equations
Weak first- or second-order implicit Runge-Kutta methods for stochastic differential equations with a scalar Wiener process
Heat equation with a geometric rough path potential in one space dimension: existence and regularity of solution
\(S^ p\)-stability of solutions of symmetric stochastic differential equations
Some remarks on the Smoluchowski-Kramers approximation
Strong convergence of Wong-Zakai approximations of reflected SDEs in a multidimensional general domain
Approximation for random stable manifolds under multiplicative correlated noises
Strong and weak convergence order of finite element methods for stochastic PDEs with spatial white noise
Random attractors for stochastic porous media equations perturbed by space-time linear multiplicative noise
Stability of strong solutions of stochastic differential equations
On Wong-Zakai approximation of stochastic differential equations
Ito versus Stratonovich
Another look into the Wong-zakai theorem for stochastic heat equation
A stochastic model of IndoPacific sea surface temperature anomalies
Gaussian convergence for stochastic acceleration of \(\mathcal {N}\) particles in the dense spectrum limit
A convergence result for stochastic partial differential equations
On the approximation of stochastic differential equations
Power law statistics in the velocity fluctuations of Brownian particle in inhomogeneous media and driven by colored noise
Wong-Zakai approximation for the stochastic Landau-Lifshitz-Gilbert equations
Wong-Zakai approximations of backward doubly stochastic differential equations
A review on stochastic differential equations for applications in hydrology
Advection-diffusion equation on a half-line with boundary Lévy noise
An approximation scheme for reflected stochastic differential equations
Stochastic models for toxicant-stressed populations
Rate of convergence of an approximate solution of stochastic differential equations
Stochastic theory of population genetics
A class of approximations of Brownian motion
The Wong-Zakai theorem for dynamical systems with parametric Poisson white noise excitation
A high-order discontinuous Galerkin method for Itô stochastic ordinary differential equations
On a conjecture concerning population growth in random environment
On the interpretation of Stratonovich calculus
A Wong-Zakai theorem for stochastic PDEs
Bistability in fluctuating environments. Implications in tumor immunology
Exhaustive study of the noise-induced phase transition in a stochastic model of self-catalyzed reactions
On the strong solutions of one-dimensional stochastic differential equations with reflecting boundary
Functionals in stochastic thermodynamics: how to interpret stochastic integrals
From constructive field theory to fractional stochastic calculus. I: An introduction: Rough path theory and perturbative heuristics
Wong-Zakai approximations and limiting dynamics of stochastic Ginzburg-Landau equations
Convergence in probability for perturbed stochastic integral equations
The Smoluchowski-Kramers limit of stochastic differential equations with arbitrary state-dependent friction
Wong-Zakai approximations and asymptotic behavior of stochastic Ginzburg-Landau equations
Maximum likelihood estimators for generalized Cauchy processes
Stability for gains from large investors' strategies in \(M_{1}/J_{1}\) topologies
Relation of a new interpretation of stochastic differential equations to Itô process
Approximate dynamics of a class of stochastic wave equations with white noise
Stability of solutions of stochastic differential equations
Rate of convergence of uniform transport processes to brownian motion and application to stochastic integrals
Title not available (Why is that?)
Central Limit Theorem for Products of Random Matrices
Stochastic neural networks
Multiple-scale stochastic processes: decimation, averaging and beyond
Asymptotic behavior of random FitzHugh-Nagumo systems driven by colored noise
Stochastic differential equations in mathematical demography: A review
Fast strong approximation Monte Carlo schemes for stochastic volatility models
Dynamical equations for optimal nonlinear filtering
Implicit Milstein method for stochastic differential equations via the Wong-Zakai approximation
On the relation between white shot noise, Gaussian white noise, and the dichotomic Markov process
Stochastic area for Brownian motion on the Sierpiński gasket
A spatial version of the Itō-Stratonovich correction
An approximation theorem of wong-zakai type for nonlinear stochastic partial differential equations
Superdiffusive limits for deterministic fast-slow dynamical systems
Ballistic random walks in random environment as rough paths: convergence and area anomaly
Wong-Zakai approximations and center manifolds of stochastic differential equations
Existence of periodic solutions in distribution for stochastic Newtonian systems
Approximation for diffusion in random fields
Dynamical stability of random delayed FitzHugh–Nagumo lattice systems driven by nonlinear Wong–Zakai noise
Some approximations of stochastic integrals and solutions of stochastic differential equations
Wong-Zakai approximations and attractors for stochastic reaction-diffusion equations on unbounded domains
Smooth random functions, random ODEs, and Gaussian processes
On polygonal approximation of brownian motion in stochastic integral
Stochastic stabilization of rigid body motion of a spacecraft on SE(3)
Conjugate dynamics on center-manifolds for stochastic partial differential equations
Approximation of stochastic equations driven by predictable processes
A Wong-Zakai-type theorem for certain discontinuous semimartingales
Continuous Wong-Zakai approximations of random attractors for quasi-linear equations with nonlinear noise
Diffusion of information in a random environment
Iterated stochastic integrals in infinite dimensions: approximation and error estimates
Regularization of the Stratonovich equations with jumps between manifolds
A sample treatment of Langevin-type stochastic differential equations
Strong approximation rate for Wiener process by fast oscillating integrated Ornstein-Uhlenbeck processes
Gaussian approximations of Brownian motion in a stochastic integral
Wong-Zakai approximations with convergence rate for stochastic partial differential equations
Asymptotic behavior of random Navier-Stokes equations driven by Wong-Zakai approximations

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