Geodesic
The performance of Wong-Zakai approximations for the investigation of stochastic differential equation models with nonlinear multiplicative noise
Suleyman Sengul1 ; Zafer Bekiryazici1 ; Mehmet Merdan2 ; Suleyman Sengul ; Zafer Bekiryazici ; Mehmet Merdan
1Department of Mathematics, Recep Tayyip Erdogan University, Rize, Turkey
2Department of Mathematical Engineering, Gumushane University, Gumushane, Turkey
Acta mathematica Universitatis Comenianae, Tome 90 (2021) no. 2, pp. 231-243 
Suleyman Sengul; Zafer Bekiryazici; Mehmet Merdan; Suleyman Sengul; Zafer Bekiryazici; Mehmet Merdan. The performance of Wong-Zakai approximations for the investigation of stochastic differential equation models with nonlinear multiplicative noise. Acta mathematica Universitatis Comenianae, Tome 90 (2021) no. 2, pp. 231-243. http://geodesic.mathdoc.fr/item/AMUC_2021_90_2_a8/
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     author = {Suleyman Sengul and Zafer Bekiryazici and Mehmet Merdan and Suleyman Sengul and Zafer Bekiryazici and Mehmet Merdan},
     title = { The performance of {Wong-Zakai} approximations for the investigation of stochastic differential equation models with nonlinear multiplicative noise},
     journal = {Acta mathematica Universitatis Comenianae},
     pages = {231--243},
     year = {2021},
     volume = {90},
     number = {2},
     url = {http://geodesic.mathdoc.fr/item/AMUC_2021_90_2_a8/}
}
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Voir la notice de l'article provenant de la source Comenius University

In this study, Wong-Zakai approximation method has been applied for the analysis of stochastic differential equations appearing in engineering sciences. Wong-Zakai approximation has been used with similar stochastic approximation methods to compare the approximate solutions of the problems and comment on the performance of the method. Models for lake pollution and computer virus spread under antivirus protection have been used with nonlinear stochastic noise as numerical examples to demonstrate the efficiency of Wong-Zakai method.