Wong-Zakai approximations of stochastic evolution equations

By Gianmario Tessitore, Jerzy Zabczyk. 2006

83 citations recorded by the source corpus.

Subfields: Computational Theory and Mathematics, Control and Systems Engineering, Finance

View Paper: https://www.semanticscholar.org/paper/203b8f806c44d9427b0a6565b5b2b9c361d688f6

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In Computational Theory and Mathematics

1. Franco Flandoli
2. Massimiliano Gubinelli
3. Enrico Priola
4. Xicheng Zhang
5. Feng-Yu Wang
6. E. Fedrizzi
7. Longjie Xie
8. Francesco Russo

In Control and Systems Engineering

1. Massimiliano Gubinelli
2. Franco Flandoli
3. Enrico Priola
4. Xicheng Zhang
5. Feng-Yu Wang
6. Longjie Xie
7. Michael Röckner
8. Chao Zhu

In Finance

1. Franco Flandoli
2. Massimiliano Gubinelli
3. Enrico Priola
4. Xicheng Zhang
5. Feng-Yu Wang
6. Lucio Galeati
7. E. Fedrizzi
8. Longjie Xie

Citations in the corpus

• Well-posedness of the transport equation by stochastic perturbation (2008, background): “form bound (such sequences always exist under our hypotheses). Let us mention that there exist several results of Wong-Zakai type for stochastic partial differential equations; let us quote only [16], [35] and [5] and references therein, as examples of results for parabolic and transport-type equatio”