A Wong-Zakai theorem for stochastic PDEs

Martin Hairer; Etienne Pardoux

首页> 外文期刊>Journal of the Mathematical Society of Japan >A Wong-Zakai theorem for stochastic PDEs

【24h】

A Wong-Zakai theorem for stochastic PDEs

机译：随机PDE的Wong-Zakai定理

获取原文

掌桥外文数据库（机构版） >>

开具论文收录证明 >>

文献代查 >>

页面导航

摘要
著录项
相似文献
相关主题

摘要

We prove a version of the Wong-Zakai theorem for one-dimensional parabolic nonlinear stochastic PDEs driven by space-time white noise. As a corollary, we obtain a detailed local description of solutions.

机译：我们证明了由时空白噪声驱动的一维抛物线型非线性随机PDE的Wong-Zakai定理的一种形式。因此，我们获得了详细的本地解决方案描述。

著录项

来源
《Journal of the Mathematical Society of Japan》 |2015年第4期|1551-1604|共54页
作者
Martin Hairer; Etienne Pardoux;
展开▼
作者单位

University of Warwick Coventry, CV4 7AL United Kingdom;

Aix-Marseille Universite CNRS, Centrale Marseille, I2M UMR 7373 13453 Marseille France;

展开▼
收录信息美国《科学引文索引》(SCI);
原文格式 PDF
正文语种 eng
中图分类
关键词
stochastic PDEs; approximation; pathwise solutions;

机译：随机PDE;近似;路径解;

相似文献

外文文献
中文文献
专利

1. An It? formula for a family of stochastic integrals and related Wong-Zakai theorems [J] . Da Pelo P., Lanconelli A., Stan A.I. Stochastic Processes and Their Applications: An Official Journal of the Bernoulli Society for Mathematical Statistics and Probability . 2013,第8期

机译：一个吗？随机积分族的公式和相关的Wong-Zakai定理
2. ANOTHER LOOK INTO THE WONG-ZAKAI THEOREM FOR STOCHASTIC HEAT EQUATION [J] . Gu Yu, Tsai Li-Cheng The Annals of applied probability: an official journal of the Institute of Mathematical Statistics . 2019,第5期

机译：另一种研究随机热方程的WONG-ZAKAI定理
3. Stochastic Two-Dimensional Hydrodynamical Systems: Wong-Zakai Approximation and Support Theorem [J] . Igor Chueshova* Annie Milletb Stochastic Analysis and Applications . 2011,第4期

机译：随机二维水动力系统：Wong-Zakai逼近和支持定理
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

机译：随机偏微分方程的Wong-Zakai近似率的收敛速度
5. On the Wong-Zakai and Support Theorems for Stochastic Partial Differential Equations [D] . Yastrzhembskiy, Timur. 2020

机译：在Wong-Zakai对随机偏微分方程的支持定理
6. Local convergence theorems for adaptive stochastic approximation schemes [O] . T. L. Lai, Herbert Robbins 1979

机译：自适应随机逼近方案的局部收敛定理
7. A Wong-Zakai theorem for stochastic PDEs [O] . Hairer, Martin, Pardoux, Étienne 2015

机译：随机偏微分方程的一个Wong-Zakai定理
8. Wong-Zakai Type Theorem for Certain Discontinuous Semimartingales [R] . Ferreyra, G. 1988

机译：某些不连续半鞅的Wong-Zakai型定理

A Wong-Zakai theorem for stochastic PDEs

摘要

著录项

相似文献

相关主题

期刊订阅