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20072026
most citedRate of convergence for Wong-Zakai-type approximations of Itô stochastic differential equations

5 citations · 19 across the 29 of their papers we have counts for

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math.PR2019

Stochastic perturbation of a cubic anharmonic oscillator

Enrico Bernardi, Alberto Lanconelli

We perturb with an additive Gaussian white noise the Hamiltonian system associated to a cubic anharmonic oscillator. The stochastic system is assumed to start from initial conditio…

math.PR2019

Absolute continuity and Fokker-Planck equation for the law of Wong-Zakai approximations of Itô's stochastic differential equations

Alberto Lanconelli

We investigate the regularity of the law of Wong-Zakai-type approximations for Itô stochastic differential equations. These approximations solve random differential equations where…