Rate of Convergence of Wong-Zakai Approximations for Stochastic Partial Differential Equations

机译：随机偏微分方程的Wong-Zakai近似率的收敛速度

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摘要

In this paper we show that the rate of convergence of Wong-Zakai approximations for stochastic partial differential equations driven by Wiener processes is essentially the same as the rate of convergence of the driving processes W_n approximating the Wiener process, provided the area processes of Wn also converge to those of W with that rate. We consider non-degenerate and also degenerate stochastic PDEs with time dependent coefficients.

机译：在本文中，我们表明，Wiener工艺驱动的随机偏微分方程的Wong-Zakai近似的收敛速率基本上与近似维纳过程的驾驶过程的收敛速率相同，提供了Wn的区域过程通过该速率收敛到W的那些。我们认为具有时间依赖性系数的非退化和再加工随机PDE。

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来源
《Seminar on Stochastic Analysis, Random Fields, and Applications》|2013年||共36页
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作者
István Gy?ngy; Pablo Raúl Stinga;
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中图分类 O211.6-532;
关键词
Wong-Zakai approximation; nonlinear filtering;

机译：Wong-Zakai近似;非线性滤波;

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3. Wong-Zakai Approximations and Long Term Behavior of Stochastic Partial Differential Equations [J] . Lu Kening, Wang Bixiang Journal of dynamics and differential equations . 2019,第3期

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4. Rate of Convergence of Wong-Zakai Approximations for Stochastic Partial Differential Equations [C] . István Gy?ngy, Pablo Raúl Stinga Seminar on Stochastic Analysis, Random Fields, and Applications . 2013

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5. On the Wong-Zakai and Support Theorems for Stochastic Partial Differential Equations [D] . Yastrzhembskiy, Timur. 2020

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6. On stochastic differential equations with arbitrarily slow convergence rates for strong approximation in two space dimensions [O] . Máté Gerencsér, Arnulf Jentzen, Diyora Salimova -1

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7. Rate of convergence of Wong-Zakai approximations for stochastic partial differential equations [O] . Gyongy, Istvan, Stinga, Pablo Raul 2013

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Rate of Convergence of Wong-Zakai Approximations for Stochastic Partial Differential Equations

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