Wong-Zakai approximations for stochastic differential equations
type: Item
instance of: scholarly article
title: Wong-Zakai approximations for stochastic differential equations
zbMATH Open document ID: 0860.60041
DOI: 10.1007/BF00047670
author: Krystyna Twardowska
published in: Acta Applicandae Mathematicae
publication date: 1997-04-21T00:00:00Z
review text: The author has been working for an extensive period on Wong-Zakai approximations for finite- and infinite-dimensional stochastic differential equations. The paper is a survey paper and provides an excellent overview over this field. It includes the approximation of stochastic delay equations, stochastic evolution equations, the Navier-Stokes equation and nonlinear stochastic equations in abstract spaces.
reviewed by: Eckhard Platen
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 34K50
Mathematics Subject Classification ID: 41A10
Mathematics Subject Classification ID: 65C20
Mathematics Subject Classification ID: 35Q30
Mathematics Subject Classification ID: 60-02
Mathematics Subject Classification ID: 35R60
zbMATH DE Number: 885581
zbMATH Keywords: Wong-Zakai approximations
zbMATH Keywords: survey paper
zbMATH Keywords: approximation of stochastic delay equations
zbMATH Keywords: Navier-Stokes equation
MaRDI profile type: Publication
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