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Palabras claves o descriptores: WONG-ZAKAI APPROXIMATION (Comienzo)
2 registros cumplieron la condición especificada en la base de información BIBCYT. ()
Registro 1 de 2, Base de información BIBCYT
Publicación seriada
Referencias AnalíticasReferencias Analíticas
Autor: Gyöngy , István ; Shmatkov, Anton
Título: Rate of Convergence of Wong-Zakai Approximations for Stochastic Partial Differential Equations
Páginas/Colación: pp. 315-342
Url: Ir a www.springerlink.com/content/r2282lk615l0/?p=b9d1f2044f70468099fa3edc1ce81fa7&pi=2www.springerlink.com/content/r2282lk615l0/?p=b9d1f2044f70468099fa3edc1ce81fa7&pi=2
Applied Mathematics & Optimization: An International Journal with Applcations to Stochastics Vol. 54, no. 3 Nov./Dic. 2006
Información de existenciaInformación de existencia

Palabras Claves: Palabras: CAUCHY PROBLEM CAUCHY PROBLEM, Palabras: PARABOLIC PARTIAL DIFFERENTIAL EQUATIONS PARABOLIC PARTIAL DIFFERENTIAL EQUATIONS, Palabras: WONG-ZAKAI APPROXIMATION WONG-ZAKAI APPROXIMATION, Palabras: ZAKAI EQUATION ZAKAI EQUATION

Resumen
RESUMEN

RESUMEN

 

We investigate the rate of convergence of the Wong-Zakai approximations for the second-order stochastic PDEs of parabolic type driven by multidimensional Wiener process W.

 

Registro 2 de 2, Base de información BIBCYT
Publicación seriada
Referencias AnalíticasReferencias Analíticas
Autor: Hu, Yaozhong ; Nualart, David
Título: Rough path analysis via fractional calculus
Páginas/Colación: pp. 2689-2718
Fecha: May 2009
Transactions of the American Mathematical Society Vol. 361, no.5 May 2009
Información de existenciaInformación de existencia

Palabras Claves: Palabras: CONVERGENCE RATE CONVERGENCE RATE, Palabras: DIFFERENTIAL EQUATION DIFFERENTIAL EQUATION, Palabras: FRACTIONAL CALCULUS FRACTIONAL CALCULUS, Palabras: INTEGRAL INTEGRAL, Palabras: INTEGRATION BY PARTS INTEGRATION BY PARTS, Palabras: ROUGH PATH ROUGH PATH, Palabras: STABILITY STABILITY, Palabras: STOCHASTIC DIFFERENTIAL EQUATION STOCHASTIC DIFFERENTIAL EQUATION, Palabras: WONG-ZAKAI APPROXIMATION WONG-ZAKAI APPROXIMATION

Resumen
For about twenty five years it was a kind of folk theorem that complex vector-fields defined on (with open set in ) by

Using fractional calculus we define integrals of the form $ \int_{a}^{b}f(x_{t})dy_{t}$, where $ x$and $ y$are vector-valued Hölder continuous functions of order $ \beta \in (\frac{1}{3}, \frac{1 }{2})$and $ f$is a continuously differentiable function such that $ f^{\prime }$is $ \lambda $-Hölder continuous for some $ \lambda >\frac{1}{ \beta }-2$. Under some further smooth conditions on $ f$the integral is a continuous functional of $ x$, $ y$, and the tensor product $ x\otimes y$with respect to the Hölder norms. We derive some estimates for these integrals and we solve differential equations driven by the function $ y$. We discuss some applications to stochastic integrals and stochastic differential equations

 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 

UCLA - Biblioteca de Ciencias y Tecnologia Felix Morales Bueno

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