Matches in SemOpenAlex for { <https://semopenalex.org/work/W3136285894> ?p ?o ?g. }
Showing items 1 to 77 of
77
with 100 items per page.
- W3136285894 abstract "We extend to the multidimensional case a Wong-Zakai-type theorem proved by Hu and Oksendal in [7] for scalar quasi-linear Ito stochastic differential equations (SDEs). More precisely, with the aim of approximating the solution of a quasilinear system of Ito's SDEs, we consider for any finite partition of the time interval $[0,T]$ a system of differential equations, where the multidimensional Brownian motion is replaced by its polygonal approximation and the product between diffusion coefficients and smoothed white noise is interpreted as a Wick product. We remark that in the one dimensional case this type of equations can be reduced, by means of a transformation related to the method of characteristics, to the study of a random ordinary differential equation. Here, instead, one is naturally lead to the investigation of a semilinear hyperbolic system of partial differential equations that we utilize for constructing a solution of the Wong-Zakai approximated systems. We show that the law of each element of the approximating sequence solves in the sense of distribution a Fokker-Planck equation and that the sequence converges to the solution of the Ito equation, as the mesh of the partition tends to zero." @default.
- W3136285894 created "2021-03-29" @default.
- W3136285894 creator A5064408643 @default.
- W3136285894 creator A5065461049 @default.
- W3136285894 date "2021-03-16" @default.
- W3136285894 modified "2023-09-27" @default.
- W3136285894 title "Wong-Zakai approximations for quasilinear systems of It^o's type stochastic differential equations" @default.
- W3136285894 cites W1030063457 @default.
- W3136285894 cites W1483560004 @default.
- W3136285894 cites W1554577510 @default.
- W3136285894 cites W1580561995 @default.
- W3136285894 cites W1585439360 @default.
- W3136285894 cites W1600967930 @default.
- W3136285894 cites W1978392737 @default.
- W3136285894 cites W2022942682 @default.
- W3136285894 cites W2032006621 @default.
- W3136285894 cites W2481459718 @default.
- W3136285894 cites W2487052414 @default.
- W3136285894 cites W2977256188 @default.
- W3136285894 cites W3104588965 @default.
- W3136285894 hasPublicationYear "2021" @default.
- W3136285894 type Work @default.
- W3136285894 sameAs 3136285894 @default.
- W3136285894 citedByCount "0" @default.
- W3136285894 crossrefType "posted-content" @default.
- W3136285894 hasAuthorship W3136285894A5064408643 @default.
- W3136285894 hasAuthorship W3136285894A5065461049 @default.
- W3136285894 hasConcept C114614502 @default.
- W3136285894 hasConcept C134306372 @default.
- W3136285894 hasConcept C2524010 @default.
- W3136285894 hasConcept C28826006 @default.
- W3136285894 hasConcept C33923547 @default.
- W3136285894 hasConcept C42812 @default.
- W3136285894 hasConcept C51544822 @default.
- W3136285894 hasConcept C51955184 @default.
- W3136285894 hasConcept C57691317 @default.
- W3136285894 hasConcept C78045399 @default.
- W3136285894 hasConcept C84629840 @default.
- W3136285894 hasConcept C93779851 @default.
- W3136285894 hasConceptScore W3136285894C114614502 @default.
- W3136285894 hasConceptScore W3136285894C134306372 @default.
- W3136285894 hasConceptScore W3136285894C2524010 @default.
- W3136285894 hasConceptScore W3136285894C28826006 @default.
- W3136285894 hasConceptScore W3136285894C33923547 @default.
- W3136285894 hasConceptScore W3136285894C42812 @default.
- W3136285894 hasConceptScore W3136285894C51544822 @default.
- W3136285894 hasConceptScore W3136285894C51955184 @default.
- W3136285894 hasConceptScore W3136285894C57691317 @default.
- W3136285894 hasConceptScore W3136285894C78045399 @default.
- W3136285894 hasConceptScore W3136285894C84629840 @default.
- W3136285894 hasConceptScore W3136285894C93779851 @default.
- W3136285894 hasLocation W31362858941 @default.
- W3136285894 hasOpenAccess W3136285894 @default.
- W3136285894 hasPrimaryLocation W31362858941 @default.
- W3136285894 hasRelatedWork W2008312770 @default.
- W3136285894 hasRelatedWork W2019975992 @default.
- W3136285894 hasRelatedWork W2206848542 @default.
- W3136285894 hasRelatedWork W2414734641 @default.
- W3136285894 hasRelatedWork W2769732428 @default.
- W3136285894 hasRelatedWork W2790868791 @default.
- W3136285894 hasRelatedWork W2898570305 @default.
- W3136285894 hasRelatedWork W2911023555 @default.
- W3136285894 hasRelatedWork W2913382209 @default.
- W3136285894 hasRelatedWork W2957134729 @default.
- W3136285894 hasRelatedWork W2977256188 @default.
- W3136285894 hasRelatedWork W2986307245 @default.
- W3136285894 hasRelatedWork W2990854470 @default.
- W3136285894 hasRelatedWork W3098322326 @default.
- W3136285894 hasRelatedWork W3101355809 @default.
- W3136285894 hasRelatedWork W3104588965 @default.
- W3136285894 hasRelatedWork W3111789812 @default.
- W3136285894 hasRelatedWork W3164844064 @default.
- W3136285894 hasRelatedWork W3184875122 @default.
- W3136285894 isParatext "false" @default.
- W3136285894 isRetracted "false" @default.
- W3136285894 magId "3136285894" @default.
- W3136285894 workType "article" @default.