A Wong-Zakai theorem for stochastic PDEs
Probability
2015-10-30 v2 Analysis of PDEs
Abstract
We prove a version of the Wong-Zakai theorem for one-dimensional parabolic nonlinear stochastic PDEs driven by space-time white noise. As a corollary, we obtain a detailed local description of solutions. Dedicated to the memory of Kiyosi It\^o on the occasion of the 100th anniversary of his birth.
Keywords
Cite
@article{arxiv.1409.3138,
title = {A Wong-Zakai theorem for stochastic PDEs},
author = {Martin Hairer and Étienne Pardoux},
journal= {arXiv preprint arXiv:1409.3138},
year = {2015}
}
Comments
55 pages, many color figures