{"title":"带有乘法噪声的随机偏微分方程的王扎凯近似法","authors":"Erika Hausenblas, Tsiry Avisoa Randrianasolo","doi":"10.1080/00036811.2024.2331026","DOIUrl":null,"url":null,"abstract":"In this article, we derive the convergence rate for the Wong–Zakai equation of some approximation of stochastic evolution equations with multiplicative noise. To be more precise, the diffusion coef...","PeriodicalId":55507,"journal":{"name":"Applicable Analysis","volume":null,"pages":null},"PeriodicalIF":1.1000,"publicationDate":"2024-03-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Wong–Zakai approximation of a stochastic partial differential equation with multiplicative noise\",\"authors\":\"Erika Hausenblas, Tsiry Avisoa Randrianasolo\",\"doi\":\"10.1080/00036811.2024.2331026\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In this article, we derive the convergence rate for the Wong–Zakai equation of some approximation of stochastic evolution equations with multiplicative noise. To be more precise, the diffusion coef...\",\"PeriodicalId\":55507,\"journal\":{\"name\":\"Applicable Analysis\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":1.1000,\"publicationDate\":\"2024-03-19\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Applicable Analysis\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1080/00036811.2024.2331026\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"MATHEMATICS, APPLIED\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Applicable Analysis","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1080/00036811.2024.2331026","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"MATHEMATICS, APPLIED","Score":null,"Total":0}
Wong–Zakai approximation of a stochastic partial differential equation with multiplicative noise
In this article, we derive the convergence rate for the Wong–Zakai equation of some approximation of stochastic evolution equations with multiplicative noise. To be more precise, the diffusion coef...
期刊介绍:
Applicable Analysis is concerned primarily with analysis that has application to scientific and engineering problems. Papers should indicate clearly an application of the mathematics involved. On the other hand, papers that are primarily concerned with modeling rather than analysis are outside the scope of the journal
General areas of analysis that are welcomed contain the areas of differential equations, with emphasis on PDEs, and integral equations, nonlinear analysis, applied functional analysis, theoretical numerical analysis and approximation theory. Areas of application, for instance, include the use of homogenization theory for electromagnetic phenomena, acoustic vibrations and other problems with multiple space and time scales, inverse problems for medical imaging and geophysics, variational methods for moving boundary problems, convex analysis for theoretical mechanics and analytical methods for spatial bio-mathematical models.