Ma T, Zhu R. Wong-Zakai approximation and support theorem for SPDEs with locally monotone coefficients. Journal of Mathematical Analysis and Applications. 2018;469(2):623-660
Liu W, Röckner M, Sun X, Xie Y. Strong Averaging Principle for Slow-Fast Stochastic Partial Differen...
In the work we estimate the rate of convergence of the Wong-Zakai type of approximations for SDEs an...
This paper is concerned with numerical approximations for a class of nonlinear stochastic partial di...
Liu W, Röckner M. SPDE in Hilbert space with locally monotone coefficients. Journal of Functional An...
AbstractThe aim of this paper is to extend the usual framework of SPDE with monotone coefficients to...
AbstractAn approximation theorem of stochastic differential equations driven by semimartingales is p...
An approximation theorem of stochastic differential equations driven by semimartingales is proved, b...
International audienceIn this paper we obtain a Wong-Zakai approximation to solutions of backward do...
We prove a version of the Wong-Zakai theorem for one-dimensional parabolic nonlinear stochastic PDEs...
In this study, Wong-Zakai approximation method has been applied for the analysis of stochastic diffe...
We investigate the regularity of the law of Wong-Zakai-type approximations for It\uf4 stochastic dif...
AbstractA solution to a stochastic partial differential equation (in the Stratonovitch form) is an a...
We study a family of numerical schemes applied to a class of multiscale systems of stochastic differ...
We propose a novel small time approximation for the solution to the Zakai equation from nonlinear fi...
Upon its inception the theory of regularity structures [7] allowed for the treatment for many semili...
Liu W, Röckner M, Sun X, Xie Y. Strong Averaging Principle for Slow-Fast Stochastic Partial Differen...
In the work we estimate the rate of convergence of the Wong-Zakai type of approximations for SDEs an...
This paper is concerned with numerical approximations for a class of nonlinear stochastic partial di...
Liu W, Röckner M. SPDE in Hilbert space with locally monotone coefficients. Journal of Functional An...
AbstractThe aim of this paper is to extend the usual framework of SPDE with monotone coefficients to...
AbstractAn approximation theorem of stochastic differential equations driven by semimartingales is p...
An approximation theorem of stochastic differential equations driven by semimartingales is proved, b...
International audienceIn this paper we obtain a Wong-Zakai approximation to solutions of backward do...
We prove a version of the Wong-Zakai theorem for one-dimensional parabolic nonlinear stochastic PDEs...
In this study, Wong-Zakai approximation method has been applied for the analysis of stochastic diffe...
We investigate the regularity of the law of Wong-Zakai-type approximations for It\uf4 stochastic dif...
AbstractA solution to a stochastic partial differential equation (in the Stratonovitch form) is an a...
We study a family of numerical schemes applied to a class of multiscale systems of stochastic differ...
We propose a novel small time approximation for the solution to the Zakai equation from nonlinear fi...
Upon its inception the theory of regularity structures [7] allowed for the treatment for many semili...
Liu W, Röckner M, Sun X, Xie Y. Strong Averaging Principle for Slow-Fast Stochastic Partial Differen...
In the work we estimate the rate of convergence of the Wong-Zakai type of approximations for SDEs an...
This paper is concerned with numerical approximations for a class of nonlinear stochastic partial di...
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