On the Convergence of Ordinary Integrals to Stochastic Integrals

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Probability and cumulative density function methods for the stochastic advection-reaction equation
A Wong–Zakai Type Approximation for Multiple Wiener–Stratonovich Integrals
An approximation theorem of wong-zakai type for nonlinear stochastic partial differential equations
Time-dependent probability density functions and information geometry in stochastic logistic and Gompertz models
Superdiffusive limits for deterministic fast-slow dynamical systems
Langevin picture of subdiffusion in nonuniformly expanding medium
On the representation of multiplicative noise in modeling Dansgaard-Oeschger events
The discontinuous Galerkin method for stochastic differential equations driven by additive noises
Ballistic random walks in random environment as rough paths: convergence and area anomaly
Stochastic differential equations in mathematical demography: A review
Smooth approximation of stochastic differential equations
Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions
A note on supersymmetry and stochastic differential equations
scientific article; zbMATH DE number 3560487 (Why is no real title available?)
Wong-Zakai approximations and center manifolds of stochastic differential equations
Collective stochastic dynamics of the Cucker-Smale ensemble under uncertain communication
From constructive field theory to fractional stochastic calculus. II: Constructive proof of convergence for the Lévy area of fractional Brownian motion with Hurst index \(\alpha \in \left(\frac{1}{8},\frac{1}{4}\right)\)
Wong-Zakai approximations and attractors for stochastic three-dimensional globally modified Navier-Stokes equations driven by nonlinear noise
Modeling and approximation of stochastic differential equations driven by semimartingales^†
Existence of periodic solutions in distribution for stochastic Newtonian systems
Wong–Zakai approximations for non-autonomous stochastic parabolic equations with X-elliptic operators in higher regular spaces
Quadratic variation of a càdlàg semimartingale as a.s. limit of the normalized truncated variations
Approximation for diffusion in random fields
Asymptotic behavior of M-estimator and related random field for diffusion process
Some approximations of stochastic integrals and solutions of stochastic differential equations
Limiting dynamics for fractional stochastic reaction-diffusion equations driven by a Wong–Zakai approximation process on Rn
Tumor growth and population modeling in a toxicant-stressed random environment
Strong \(1.5\) order scheme for fractional Langevin equation based on spectral approximation of white noise
A Wong-Zakai theorem for the stochastic mass-critical nonlinear Schrödinger equation
Dynamical stability of random delayed FitzHugh–Nagumo lattice systems driven by nonlinear Wong–Zakai noise
A Wong-Zakai approximation for random invariant manifolds
Wong-Zakai approximation for stochastic differential equations driven by \(G\)-Brownian motion
Dynamics and Wong-Zakai approximations of stochastic nonlocal PDEs with long time memory
On strong convergence of a fully discrete scheme for solving stochastic strongly damped wave equations
Wong-Zakai approximations and attractors for stochastic reaction-diffusion equations on unbounded domains
On approximations for reflected SDEs and SPDEs with Neumann boundary conditions
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
Stochastic Wasserstein Hamiltonian flows
On polygonal approximation of brownian motion in stochastic integral
Approximation of stochastic equations driven by predictable processes
Smooth random functions, random ODEs, and Gaussian processes
Conjugate dynamics on center-manifolds for stochastic partial differential equations
Directed transport induced by spatially modulated Lévy flights
A Wong-Zakai-type theorem for certain discontinuous semimartingales
Effective filtering for slow-fast systems via Wong-Zakai approximation
A Petrov-Galerkin finite element method using polyfractonomials to solve stochastic fractional differential equations
Continuous Wong-Zakai approximations of random attractors for quasi-linear equations with nonlinear noise
Stochastic stabilization of rigid body motion of a spacecraft on SE(3)
On the strong convergence of multiple ordinary integrals to multiple Stratonovich integrals
Stationary approximations of inertial manifolds for stochastic retarded semilinear parabolic equations
Beyond Itô versus Stratonovich
Binary robustness of random attractors for 2D-Ginzburg-Landau equations with Wong-Zakai noise
The relation between mixed and rough SDEs and its application to numerical methods
Diffusion of information in a random environment
The stochastic Klausmeier system and a stochastic Schauder-Tychonoff type theorem
Iterated stochastic integrals in infinite dimensions: approximation and error estimates
Random environments and stochastic calculus
Regularization of the Stratonovich equations with jumps between manifolds
Rate of convergence of transport processes with an application to stochastic differential equations
Wong-zaksi approximations for reflecting 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
Wong-Zakai approximations for stochastic differential equations with path-dependent coefficients
Higher-order Wong-Zakai approximations of stochastic reaction-diffusion equations on \(\mathbb{R}^N\)
The convergence rate of approximate center manifolds for stochastic evolution equations via a Wong-Zakai type approximation
Multi-index upper semicontinuity of pullback random attractors for fractional discrete FitzHugh-Nagumo systems with delays driven by Wong-Zakai approximations
A sample treatment of Langevin-type stochastic differential equations
Strong approximation rate for Wiener process by fast oscillating integrated Ornstein-Uhlenbeck processes
Wasserstein Hamiltonian Flow with Common Noise on Graph
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
Modeling of long-range memory processes with inverse cubic distributions by the nonlinear stochastic differential equations
Space-time transport schemes and homogenization: II. Extension of the theory and applications
Gaussian approximations of Brownian motion in a stochastic integral
\(S^ p\)-stability of solutions of symmetric stochastic differential equations
Asymptotic behavior of random Navier-Stokes equations driven by Wong-Zakai approximations
Heat equation with a geometric rough path potential in one space dimension: existence and regularity of solution
Some remarks on the Smoluchowski-Kramers approximation
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
Wong-Zakai approximations of the non-autonomous stochastic Fitzhugh-Nagumo system on \(\mathbb{R}^N\) in higher regular spaces
Wong-Zakai approximations with convergence rate for stochastic partial differential equations
Mean-square approximation of iterated Ito and Stratonovich stochastic integrals: method of generalized multiple Fourier series. Application to numerical integration of Ito SDEs and semilinear SPDEs
Random attractors for Ginzburg-Landau equations driven by difference noise of a Wiener-like process
Exponential integrator for stochastic strongly damped wave equation based on the Wong-Zakai approximation
Ornstein-Uhlenbeck limit for the velocity process of an \(N\)-particle system interacting stochastically
Strong convergence of Wong-Zakai approximations of reflected SDEs in a multidimensional general domain
Strong and weak convergence order of finite element methods for stochastic PDEs with spatial white noise
Approximation for random stable manifolds under multiplicative correlated noises
Wong-Zakai approximations for stochastic differential equations
Variational Principles on Geometric Rough Paths and the Lévy Area Correction
Wong-Zakai type approximation of SPDEs of Lévy noise
On Wong-Zakai approximation of stochastic differential equations
Stability of strong solutions of stochastic differential equations
The Smoluchowski-Kramer approximation of a generalized Langevin equation with state-dependent damping
Ito versus Stratonovich
Random attractors for stochastic porous media equations perturbed by space-time linear multiplicative noise
Dynamics for subcritical fractional nonclassical diffusion equations with nonlinear Wong-zakai noise and delays
Another look into the Wong-zakai theorem for stochastic heat equation

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