Wiener Chaos and Nonlinear Filtering

被引：0
|
作者：
Istvan Gyongy
Anton Shmatkov
机构：
[1] School of Mathematics,
[2] University of Edinburgh,undefined
[3] King's Buildings,undefined
来源：
Applied Mathematics and Optimization | 2006年 / 54卷 / 3期
关键词：
Wiener Process; Separable Hilbert Space; Area Process; Free Term; Stochastic Partial Differential Equation;
D O I：
10.1007/s00245-006-0873-2
中图分类号：
学科分类号：
摘要：
We investigate the rate of convergence of the Wong-Zakai approximations for second-order stochastic PDEs of parabolic type driven by a multi-dimensional Wiener process W.
引用
收藏
页码：315 / 341
页数：26
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