Wiener Chaos and Nonlinear Filtering View Full Text


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Article Info

DATE

2006-10-13

AUTHORS

Istvan Gyongy, Anton Shmatkov

ABSTRACT

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.

PAGES

315-341

References to SciGraph publications

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/s00245-006-0873-2

DOI

http://dx.doi.org/10.1007/s00245-006-0873-2

DIMENSIONS

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