Wong-Zakai method for stochastic differential equations in engineering
Wong-Zakai method for stochastic differential equations in engineering is a scholarly work, published in 2021 in ''Thermal Science''. The main subjects of the publication include mathematics, computer science, Examples of differential equations, skew normal distribution, Backward differentiation formula, Euler equations, applied mathematics, numerical method for partial differential equations, differential algebraic equation, Euler method, stochastic differential equation, differential equation, uncertainty quantification, stochastic partial differential equation, and mathematical analysis. Results show that Wong-Zakai method is a reliable tool for studying stochastic differential equations and can be used as an alternative for the known approximation techniques for stochastic models..