paper

A Wong-Zakai theorem for stochastic PDEs

arXiv:1409.3138 · doi:10.2969/jmsj/06741551

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.

55 pages, many color figures

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