DC Field | Value | Language |
---|---|---|
dc.contributor.author | Lee, Kyu Seok | ko |
dc.contributor.author | Kim, Yoon Tae | ko |
dc.contributor.author | Jeon, Jong Woo | ko |
dc.date.accessioned | 2013-03-06T04:35:45Z | - |
dc.date.available | 2013-03-06T04:35:45Z | - |
dc.date.created | 2012-06-08 | - |
dc.date.created | 2012-06-08 | - |
dc.date.created | 2012-06-08 | - |
dc.date.issued | 2002-05 | - |
dc.identifier.citation | STOCHASTIC ANALYSIS AND APPLICATIONS, v.20, no.3, pp.615 - 642 | - |
dc.identifier.issn | 0736-2994 | - |
dc.identifier.uri | http://hdl.handle.net/10203/85811 | - |
dc.description.abstract | We present an extension of the Wong-Zakai approximation theorem for a stochastic differential equation on the plane driven by a two-parameter Wiener process. For an approximation of the two-parameter Wiener process, we use a two-parameter version of the one-parameter piecewise linear approximation, By our approximation to the two-parameter Wiener process we show that the solution of an ordinary differential equation converges, in the uniform L-2-sense, to that of a stochastic differential equation obtained by using Stratonovich integral. | - |
dc.language | English | - |
dc.publisher | MARCEL DEKKER INC | - |
dc.title | A Wong-Zakai type approximation for two-parameter processes | - |
dc.type | Article | - |
dc.identifier.wosid | 000176940700006 | - |
dc.identifier.scopusid | 2-s2.0-0036020755 | - |
dc.type.rims | ART | - |
dc.citation.volume | 20 | - |
dc.citation.issue | 3 | - |
dc.citation.beginningpage | 615 | - |
dc.citation.endingpage | 642 | - |
dc.citation.publicationname | STOCHASTIC ANALYSIS AND APPLICATIONS | - |
dc.identifier.doi | 10.1081/SAP-120004117 | - |
dc.contributor.localauthor | Lee, Kyu Seok | - |
dc.contributor.nonIdAuthor | Kim, Yoon Tae | - |
dc.contributor.nonIdAuthor | Jeon, Jong Woo | - |
dc.description.isOpenAccess | N | - |
dc.type.journalArticle | Article | - |
dc.subject.keywordPlus | DIFFUSION-APPROXIMATION | - |
dc.subject.keywordPlus | DIFFERENTIAL-EQUATIONS | - |
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