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arXiv · 1409.3138

A Wong-Zakai theorem for stochastic PDEs

Martin Hairer·Étienne Pardoux
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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 Itô on the occasion of the 100th anniversary of his birth.

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Martin Hairer, Étienne Pardoux. 2015-04-20. A Wong-Zakai theorem for stochastic PDEs. https://doi.org/10.2969/jmsj%2F06741551

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