Rate of Convergence of Wong–Zakai Approximations for Stochastic Partial Differential Equations

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

zbMATH Keywords

nonlinear filteringWong-Zakai approximation

Mathematics Subject Classification ID

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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