Journal of the Mathematical Society of Japan

A Wong-Zakai theorem for stochastic PDEs

Martin HAIRER and Étienne PARDOUX

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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

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

First available in Project Euclid: 27 October 2015

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Mathematical Reviews number (MathSciNet)

Zentralblatt MATH identifier

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

stochastic PDEs approximation pathwise solutions


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.

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