Strong approximation rate for Wiener process by fast oscillating integrated Ornstein-Uhlenbeck processes
DOI10.1016/j.chaos.2018.05.019zbMath1404.60084OpenAlexW2862217025MaRDI QIDQ1755348
Hongbo Fu, Yiwei Zhang, Ziying He, Jun-lin Li
Publication date: 9 January 2019
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.chaos.2018.05.019
stochastic evolution equationsintegrated Ornstein-Uhlenbeck processesapproximation of random invariant manifoldspathwise approximation for stochastic differential equations
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Theoretical approximation of solutions to ordinary differential equations (34A45) Ordinary differential equations and systems with randomness (34F05) Invariant manifolds of functional-differential equations (34K19)
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