Another look into the Wong-Zakai Theorem for Stochastic Heat Equation

Yu Gu, Li-Cheng Tsai

Consider the heat equation driven by a smooth, Gaussian random potential: \begin{align*} \partial_t u_{\varepsilon}=\tfrac12Δu_{\varepsilon}+u_{\varepsilon}(ξ_{\varepsilon}-c_{\var…