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
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
Ornstein-Uhlenbeck limit for the velocity process of an \(N\)-particle system interacting stochastically
Wong-Zakai approximations for stochastic differential equations
An optimal polynomial approximation of Brownian motion
Heat diffusion in a channel under white noise modeling of turbulence
A support theorem for stochastic differential equations driven by a fractional Brownian motion
The effects of random selection on gene frequency
A Wong-Zakai approximation of stochastic differential equations driven by a general semimartingale
On reflected Stratonovich stochastic differential equations
A Wong-Zakai theorem for SDEs with singular drift
Wong-Zakai approximations and long term behavior of stochastic partial differential equations
Anomalous thermodynamics in homogenized generalized Langevin systems
Qualitative properties of different numerical methods for the inhomogeneous geometric Brownian motion
Riemann-Stieltjes approximations of stochastic integrals
Wong-Zakai approximation and support theorem for SPDEs with locally monotone coefficients
Steady-state fluctuations of a genetic feedback loop with fluctuating rate parameters using the unified colored noise approximation
A Stroock Varadhan support theorem in non-linear filtering theory
Pathwise stochastic integration and applications to the theory of continuous trading
Approximation of Multiple Stratonovich Fractional Integrals
Non-linear dynamics of systems coupled with external noise: some exact results
Change of variable formulas for non-anticipative functionals
? p stability of solutions of stochastic differential equations
Stochastic PDEs, regularity structures, and interacting particle systems
An approximation theorem of Wong-Zakai type for stochastic Navier-Stokes equations
? p stability of solutions of stochastic differential equations
Stochastic differential equations driven by processes generated by divergence form operators I: a Wong-Zakai theorem

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