On the Convergence of Ordinary Integrals to Stochastic Integrals

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

Time-dependent probability density functions and information geometry in stochastic logistic and Gompertz models
A note on supersymmetry and stochastic differential equations
Collective stochastic dynamics of the Cucker-Smale ensemble under uncertain communication
Quadratic variation of a càdlàg semimartingale as a.s. limit of the normalized truncated variations
A Wong-Zakai theorem for the stochastic mass-critical nonlinear Schrödinger equation
Wong-Zakai approximation for stochastic differential equations driven by \(G\)-Brownian motion
Directed transport induced by spatially modulated Lévy flights
On the strong convergence of multiple ordinary integrals to multiple Stratonovich integrals
Stationary approximations of inertial manifolds for stochastic retarded semilinear parabolic equations
Stochastic foundations of undulatory transport phenomena: generalized Poisson-Kac processes. II: Irreversibility, norms and entropies
Stochastic foundations of undulatory transport phenomena: generalized Poisson-Kac processes -- Part III Extensions and applications to kinetic theory and transport
Higher-order Wong-Zakai approximations of stochastic reaction-diffusion equations on \(\mathbb{R}^N\)
On the long-term simulation of stochastic differential equations for predicting effective dispersion coefficients
2D Euler equations with Stratonovich transport noise as a large-scale stochastic model reduction
Random attractors for Ginzburg-Landau equations driven by difference noise of a Wiener-like process
Dynamics for subcritical fractional nonclassical diffusion equations with nonlinear Wong-zakai noise and delays
Piecewise linear approximation for the dynamical \(\Phi_3^4\) model
Random attractors of Fitzhugh-Nagumo systems driven by colored noise on unbounded domains
Wong-Zakai approximations and attractors for stochastic degenerate parabolic equations on unbounded domains
Wong-Zakai approximations and attractors for stochastic wave equations driven by additive noise
Numerical solution of the Stratonovich- and Ito-Euler equations: application to the stochastic piston problem
Deterministic homogenization under optimal moment assumptions for fast-slow systems. I
Global martingale solutions for quasilinear SPDEs via the boundedness-by-entropy method
Wong-zakai approximation and support theorem for semilinear stochastic partial differential equations with finite dimensional noise in the whole space
Stationary approximations of stochastic wave equations on unbounded domains with critical exponents
Approximate the dynamical behavior for stochastic systems by Wong-zakai approaching
Bilateral teleoperation of stochastic port‐Hamiltonian systems using energy tanks
Continuity of random attractors on a topological space and fractional delayed Fitzhugh-Nagumo equations with WZ-noise
Mollifier approximation of Brownian motion in stochastic integral
Wong–Zakai approximations for the stochastic Landau–Lifshitz–Bloch equations
Regularity of Wong-Zakai approximation for non-autonomous stochastic quasi-linear parabolic equation on \(\mathbb{R}^N\)
A discontinuous Galerkin method for systems of stochastic differential equations with applications to population biology, finance, and physics
Wong-Zakai approximations and periodic solutions in distribution of dissipative stochastic differential equations
The one-dimensional stochastic Keller-Segel model with time-homogeneous spatial Wiener processes
Stochastic model reduction: convergence and applications to climate equations
Time-dependent probability density function for general stochastic logistic population model with harvesting effort
A support theorem for SLE curves
High-order Wong-Zakai approximations for non-autonomous stochastic \(p\)-Laplacian equations on \(\mathbb{R}^N\)
Nonlinear stochastic position and attitude filter on the special Euclidean group 3
Finite dimensional reducing and smooth approximating for a class of stochastic partial differential equations
Wong-Zakai approximations of second-order stochastic lattice systems driven by additive white noise
Long term behavior of random Navier-Stokes equations driven by colored noise
Wong-Zakai approximations and pathwise dynamics of stochastic fractional lattice systems
A novel collocation approach to solve a nonlinear stochastic differential equation of fractional order involving a constant delay
Wong-Zakai approximation and support theorem for 2D and 3D stochastic convective Brinkman-Forchheimer equations
Stochastic differential calculus for Gaussian and non-Gaussian noises: a critical review
On smooth approximation for random attractor of stochastic partial differential equations with multiplicative noise
Wong-Zakai approximations and support theorems for stochastic McKean-Vlasov equations
Wong-Zakai approximations of stochastic lattice systems driven by long-range interactions and multiplicative white noises
Exact solution to two-body financial dealer model: revisited from the viewpoint of kinetic theory
A Wong-Zakai approximation for random slow manifolds with application to parameter estimation
Probability and cumulative density function methods for the stochastic advection-reaction equation
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

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