Add to ORKGIn this study, Wong-Zakai approximation method has been applied for the analysis of stochastic differential equations appearing in engineering sciences. Wong-Zakai approximation has been used with similar stochastic approximation methods to compare the approximate solutions of the problems and comment on the performance of the method. Models for lake pollution and computer virus spread under antivirus protection have been used with nonlinear stochastic noise as numerical examples to demonstrate the efficiency of Wong-Zakai method
In this article, we introduce a Wong-Zakai type stationary approximation to the fractional Brownian ...
We prove a version of the Wong-Zakai theorem for one-dimensional parabolic nonlinear stochastic PDEs...
A time discretization scheme is provided for the Zakai equation, a stochastic PDE which gives the co...
In this paper, Wong-Zakai approximation methods are presented for some stochastic differential equat...
International audienceWe describe the support of the distribution for a class of abstract nonlinear ...
This book covers numerical methods for stochastic partial differential equations with white noise us...
An approximation theorem of stochastic differential equations driven by semimartingales is proved, b...
AbstractAn approximation theorem of stochastic differential equations driven by semimartingales is p...
In this study, Wong-Zakai approximation method has been used to obtain approximate solutions for two...
International audienceIn this paper we obtain a Wong-Zakai approximation to solutions of backward do...
International audienceThis paper is concerned with numerical approximations for the stochastic parti...
We propose a novel small time approximation for the solution to the Zakai equation from nonlinear fi...
This paper is concerned with numerical approximations for a class of nonlinear stochastic partial di...
We consider stochastic partial differential equations with multiplicative noise. We derive an algori...
We study a family of numerical schemes applied to a class of multiscale systems of stochastic differ...
In this article, we introduce a Wong-Zakai type stationary approximation to the fractional Brownian ...
We prove a version of the Wong-Zakai theorem for one-dimensional parabolic nonlinear stochastic PDEs...
A time discretization scheme is provided for the Zakai equation, a stochastic PDE which gives the co...
In this paper, Wong-Zakai approximation methods are presented for some stochastic differential equat...
International audienceWe describe the support of the distribution for a class of abstract nonlinear ...
This book covers numerical methods for stochastic partial differential equations with white noise us...
An approximation theorem of stochastic differential equations driven by semimartingales is proved, b...
AbstractAn approximation theorem of stochastic differential equations driven by semimartingales is p...
In this study, Wong-Zakai approximation method has been used to obtain approximate solutions for two...
International audienceIn this paper we obtain a Wong-Zakai approximation to solutions of backward do...
International audienceThis paper is concerned with numerical approximations for the stochastic parti...
We propose a novel small time approximation for the solution to the Zakai equation from nonlinear fi...
This paper is concerned with numerical approximations for a class of nonlinear stochastic partial di...
We consider stochastic partial differential equations with multiplicative noise. We derive an algori...
We study a family of numerical schemes applied to a class of multiscale systems of stochastic differ...
In this article, we introduce a Wong-Zakai type stationary approximation to the fractional Brownian ...
We prove a version of the Wong-Zakai theorem for one-dimensional parabolic nonlinear stochastic PDEs...
A time discretization scheme is provided for the Zakai equation, a stochastic PDE which gives the co...