A Wong-Zakai theorem for stochastic PDEs

Martin Hairer; Étienne Pardoux

doi:10.2969/jmsj/06741551

Journal of the Mathematical Society of Japan

Online ISSN : 1881-1167
Print ISSN : 0025-5645
ISSN-L : 0025-5645

A Wong-Zakai theorem for stochastic PDEs

Martin Hairer, Étienne Pardoux

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Keywords: stochastic PDEs, approximation, pathwise solutions

JOURNAL FREE ACCESS

2015 Volume 67 Issue 4 Pages 1551-1604

DOI https://doi.org/10.2969/jmsj/06741551

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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.

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