Wong-Zakai approximations for stochastic differential equations
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.
approximation of stochastic delay equations
scientific article; zbMATH DE number 885581
scientific article