Wong-Zakai type approximation of SPDEs of Lévy noise

DOI10.1007/s10440-007-9147-5zbMath1129.60058OpenAlexW1993505413WikidataQ59225707 ScholiaQ59225707MaRDI QIDQ2385537

Erika Hausenblas

Publication date: 12 October 2007

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

Full work available at URL: https://doi.org/10.1007/s10440-007-9147-5

zbMATH Keywords

stochastic partial differential equationPoisson random measure, Levy noise, Wong-Zakai approximation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30) Linear differential equations in abstract spaces (34G10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

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Wong–Zakai approximations for the stochastic Landau–Lifshitz–Bloch equations ⋮ Wong-Zakai approximation for the stochastic Landau-Lifshitz-Gilbert equations ⋮ Wong–Zakai approximations with convergence rate for stochastic partial differential equations ⋮ Simulation of stochastic partial differential equations using finite element methods

Cites Work

• The Wong-Zakai theorem for dynamical systems with parametric Poisson white noise excitation
• Existence, uniqueness and regularity of parabolic SPDEs driven by Poisson random measure
• Rate of convergence of Wong-Zakai approximations for stochastic partial differential equations
• Wong-Zakai approximations of stochastic evolution equations
• On the approximation of stochastic differential equation and on Stroock- Varadhan's support theorem
• Almost sure approximation of Wong-Zakai type for stochastic partial differential equations
• An approximation theorem of Wong-Zakai type for stochastic Navier-Stokes equations
• Wong-Zakai approximations for stochastic differential equations
• An approach to Ito linear equations in Hilbert spaces by approximation of white noise with coloured noise
• Weak convergence of sequences of semimartingales with applications to multitype branching processes
• A convergence result for stochastic partial differential equations
• On the approximation of stochastic partial differential equations i
• An extension of the Wong-Zakai theorem for stochastic evolution equations in Hilbert spaces
• An approximation theorem of wong-zakai type for nonlinear stochastic partial differential equations
• On the Convergence of Ordinary Integrals to Stochastic Integrals
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