Journal of the Mathematical Society of Japan

A Wong-Zakai theorem for stochastic PDEs

Martin HAIRER and 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.

Article information

Source
J. Math. Soc. Japan Volume 67, Number 4 (2015), 1551-1604.

Dates
First available in Project Euclid: 27 October 2015

Permanent link to this document
https://projecteuclid.org/euclid.jmsj/1445951158

Digital Object Identifier
doi:10.2969/jmsj/06741551

Mathematical Reviews number (MathSciNet)
MR3417505

Zentralblatt MATH identifier
1341.60062

Subjects
Primary: 60H15: Stochastic partial differential equations [See also 35R60]
Secondary: 60H05: Stochastic integrals

Keywords
stochastic PDEs approximation pathwise solutions

Citation

HAIRER, Martin; PARDOUX, Étienne. A Wong-Zakai theorem for stochastic PDEs. J. Math. Soc. Japan 67 (2015), no. 4, 1551--1604. doi:10.2969/jmsj/06741551. https://projecteuclid.org/euclid.jmsj/1445951158.


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