Article ID Journal Published Year Pages File Type
5773972 Journal of Differential Equations 2017 49 Pages PDF
Abstract
In this paper, we study the Wong-Zakai approximations given by a stationary process via the Wiener shift and their associated dynamics of the stochastic differential equation driven by a l-dimensional Brownian motion. We prove that the solutions of Wong-Zakai approximations converge in the mean square to the solutions of the Stratonovich stochastic differential equation. We also show that for a simple multiplicative noise, the center-manifold of the Wong-Zakai approximations converges to the center-manifold of the Stratonovich stochastic differential equation.
Related Topics
Physical Sciences and Engineering Mathematics Analysis
Authors
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