Rate of convergence of Wong-Zakai approximations for stochastic partial differential equations

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Cited In (45)

A note on Euler approximations for stochastic differential equations with delay
Wong–Zakai approximations for non-autonomous stochastic parabolic equations with X-elliptic operators in higher regular spaces
Absolute continuity and Fokker-Planck equation for the law of Wong-Zakai approximations of Itô's stochastic differential equations
Limiting dynamics for fractional stochastic reaction-diffusion equations driven by a Wong–Zakai approximation process on Rn
On the splitting-up method for rough (partial) differential equations
A (rough) pathwise approach to a class of non-linear stochastic partial differential equations
Well-posedness of the transport equation by stochastic perturbation
Wong-Zakai approximations and attractors for stochastic reaction-diffusion equations on unbounded domains
Exact convergence rate of the Wong–Zakai approximation to RDEs driven by Gaussian rough paths
Conjugate dynamics on center-manifolds for stochastic partial differential equations
Rate of convergence for Wong-Zakai-type approximations of Itô stochastic differential equations
On stochastic finite difference schemes
The convergence rate of approximate center manifolds for stochastic evolution equations via a Wong-Zakai type approximation
The rates of the \(L^p\)-convergence of the Euler-Maruyama and Wong-Zakai approximations of path-dependent stochastic differential equations under the Lipschitz condition
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
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
Asymptotic behavior of random Navier-Stokes equations driven by Wong-Zakai approximations
Wong-Zakai type approximation of SPDEs of Lévy noise
Approximation for random stable manifolds under multiplicative correlated noises
Wong-Zakai approximations and attractors for stochastic degenerate parabolic equations on unbounded domains
Wong-Zakai approximations and attractors for fractional stochastic reaction-diffusion equations on unbounded domains
An Itô formula for rough partial differential equations and some applications
Wong-Zakai approximations and attractors for non-autonomous stochastic Fitzhugh-Nagumo system on unbounded domains
Wong-Zakai approximation for the stochastic Landau-Lifshitz-Gilbert equations
A Wong-Zakai theorem for SDEs with singular drift
Wong-Zakai approximations and long term behavior of stochastic partial differential equations
Wong-zakai approximation and support theorem for semilinear stochastic partial differential equations with finite dimensional noise in the whole space
Convergence rates for the full Gaussian rough paths
Wong–Zakai approximations for the stochastic Landau–Lifshitz–Bloch equations
Wong-Zakai approximations and long term behavior of stochastic FitzHugh-Nagumo system
Bi-spatial and Wong-Zakai approximations dynamics for fractional stochastic reaction-diffusion equations on \(\mathbb{R}^n\)
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
Wong-Zakai approximation and support theorem for SPDEs with locally monotone coefficients
On the solvability of degenerate stochastic partial differential equations in Sobolev spaces
Wong-Zakai approximations and limiting dynamics of stochastic Ginzburg-Landau equations
Regularity of Wong-Zakai approximation for stochastic reaction-diffusion equation on \(\mathbb{R}^N\)
Averaging principle for multiscale nonautonomous random 2D Navier-Stokes system
Wong-Zakai approximations and asymptotic behavior of stochastic Ginzburg-Landau equations
High-order Wong-Zakai approximations for non-autonomous stochastic \(p\)-Laplacian equations on \(\mathbb{R}^N\)
Convergence rates for the full Brownian rough paths with applications to limit theorems for stochastic flows
Probabilistic limiting behavior of stochastic inertial manifolds for a class of SPDEs
Rough path stability of (semi-)linear SPDEs
A Wong-Zakai approximation for random slow manifolds with application to parameter estimation
The Wong-Zakai approximations of invariant manifolds and foliations for stochastic evolution equations

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