Wong-Zakai type convergence in infinite dimensions
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Publication:388882
DOI10.1214/EJP.v18-2650zbMath1287.60071arXiv1111.6114OpenAlexW2086361259MaRDI QIDQ388882
Publication date: 17 January 2014
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1111.6114
stochastic differential equationweak convergence\(H^{\#}\)-semimartingalesBanach space-valued semimartingalesinfinite-dimensional semimartingalesuniform tightnessWong-Zakai
Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Stochastic integral equations (60H20)
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