Approximation Theorems of Wong-Zakai Type for Stochastic Differential Equations in Infinite Dimensions

Approximation Theorems of Wong-Zakai Type for Stochastic Differential Equations in Infinite Dimensions
Author: Krystyna Twardowska
Publisher:
Total Pages: 64
Release: 1993
Genre: Approximation theory
ISBN:


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Approximation Theorems of Wong-Zakai Type for Stochastic Differential Equations in Infinite Dimensions
Language: en
Pages: 64
Authors: Krystyna Twardowska
Categories: Approximation theory
Type: BOOK - Published: 1993 - Publisher:

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Stochastic Differential and Difference Equations
Language: en
Pages: 358
Authors: Imre Csiszar
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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A Wong-Zakai Type Theorem for Certain Discontinuous Semimartingales
Language: en
Pages: 17
Authors: Guillermo Ferreyra
Categories: Semimartingales (Mathematics)
Type: BOOK - Published: 1988 - Publisher:

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Solutions of stochastic differential equations having differentials of bounded variation processes on the right hand side can be defined by means of Lebesgue St
Stochastic Partial Differential Equations and Applications
Language: en
Pages: 480
Authors: Giuseppe Da Prato
Categories: Mathematics
Type: BOOK - Published: 2002-04-05 - Publisher: CRC Press

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Based on the proceedings of the International Conference on Stochastic Partial Differential Equations and Applications-V held in Trento, Italy, this illuminatin
Stochastic PDE's and Kolmogorov Equations in Infinite Dimensions
Language: en
Pages: 248
Authors: N.V. Krylov
Categories: Mathematics
Type: BOOK - Published: 2006-11-15 - Publisher: Springer

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Kolmogorov equations are second order parabolic equations with a finite or an infinite number of variables. They are deeply connected with stochastic differenti