Wong-Zakai approximations of stochastic evolution equations (Q871609)
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scientific article; zbMATH DE number 5134736
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Wong-Zakai approximations of stochastic evolution equations |
scientific article; zbMATH DE number 5134736 |
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Wong-Zakai approximations of stochastic evolution equations (English)
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20 March 2007
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Theorems on weak convergence of the laws of the Wong-Zakai approximations for stochastic evolution equations are proved. It is also proved that the martingale problem associated with the equation has a unique solution. Applications to strongly damped wave and plate equations as well as to stochastic invariance are discussed.
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stochastic differential equations
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weak convergence
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Wong-Zakai approximations
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martingale problem
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