Rate of Convergence of Wong–Zakai Approximations for Stochastic Partial Differential Equations
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Publication:5746519
DOI10.1007/978-3-0348-0545-2_5zbMath1291.60129arXiv1209.2989OpenAlexW2949974907MaRDI QIDQ5746519
István Gyöngy, Pablo Raúl Stinga
Publication date: 19 February 2014
Published in: Seminar on Stochastic Analysis, Random Fields and Applications VII (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1209.2989
Filtering in stochastic control theory (93E11) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
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