Wong-Zakai type convergence in infinite dimensions
نویسندگان
چکیده
منابع مشابه
Wong-Zakai type convergence in infinite dimensions
The paper deals with convergence of solutions of a class of stochastic differential equations driven by infinite-dimensional semimartingales. The infinite-dimensional semimartingales considered in the paper are Hilbert-space valued. The theorems presented generalize the convergence result obtained by Wong and Zakai for stochastic differential equations driven by linear interpolations of a finit...
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ژورنال
عنوان ژورنال: Electronic Journal of Probability
سال: 2013
ISSN: 1083-6489
DOI: 10.1214/ejp.v18-2650