Wong-Zakai method for stochastic differential equations in engineering
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DOI: 10.2298/tsci200528014s
Abstract: In this paper, Wong-Zakai approximation methods are presented for some stochastic differential equations in engineering sciences. Wong-Zakai approximate solutions of the equations are analyzed and the numerical results are compared with results from popular approximation… read more here.
Keywords: stochastic differential; equations engineering; wong zakai; differential equations ... See more keywords