Wong-Zakai approximations for stochastic differential equations

DOI10.1007/BF00047670zbMath0860.60041MaRDI QIDQ1914901

Krystyna Twardowska

Publication date: 21 April 1997

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

zbMATH Keywords

Navier-Stokes equationsurvey paperWong-Zakai approximationsapproximation of stochastic delay equations

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Navier-Stokes equations (35Q30) Stochastic functional-differential equations (34K50) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Approximation by polynomials (41A10) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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