Noncausal calculus approach to Wong-Zakai's theorem on the approximation of SDE by physically realizable model
From MaRDI portal
Publication:6104306
DOI10.1007/s13160-023-00575-wzbMath1515.60169OpenAlexW4360616643WikidataQ122259560 ScholiaQ122259560MaRDI QIDQ6104306
Publication date: 28 June 2023
Published in: Japan Journal of Industrial and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13160-023-00575-w
Brownian motion (60J65) Differentiation (real functions of one variable): general theory, generalized derivatives, mean value theorems (26A24) Stochastic integrals (60H05)
Cites Work
- Unnamed Item
- Unnamed Item
- On the Ito formula of noncausal type
- Sur la question d'existence de solutions d'une équation différentielle stochastique du type noncausal. (On the existence of solutions of a stochastic differential equation of noncausal type)
- Mean value theorems for the noncausal stochastic integral
- On the relation between ordinary and stochastic differential equations
- On the convergence of sums of independent Banach space valued random variables
- The stochastic integral of noncausal type as an extension of the symmetric integrals
- Noncausal Stochastic Calculus
- On a Riemann definition of the stochastic integral, I
- On a Riemann definition of the stochastic integral, II
- A partial differential equation with the white noise as a coefficient
This page was built for publication: Noncausal calculus approach to Wong-Zakai's theorem on the approximation of SDE by physically realizable model