A Wong-Zakai theorem for stochastic PDEs

被引：118

作者：

Hairer, Martin ^{[1
]}

Pardoux, Etienne ^{[2
]}

机构：

[1] Univ Warwick, Coventry CV4 7AL, W Midlands, England

[2] Aix Marseille Univ, CNRS, Cent Marseille, I2M,UMR 7373, F-13453 Marseille, France

来源：

JOURNAL OF THE MATHEMATICAL SOCIETY OF JAPAN | 2015年 / 67卷 / 04期

关键词：

stochastic PDEs; approximation; pathwise solutions; PARTIAL-DIFFERENTIAL EQUATIONS;

D O I：

10.2969/jmsj/06741551

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

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.

引用

页码：1551 / 1604

页数：54

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