Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5773972 | Journal of Differential Equations | 2017 | 49 Pages |
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
Jun Shen, Kening Lu,