The Stratonovich heat equation: a continuity result and weak approximations (Q388833): Difference between revisions

The authors study the stochastic heat equation on the interval (0,1) driven by a trace-class Wiener process with multiplicative noise in Stratonovich form. They show existence and uniqueness of a mild solution and investigate convergence properties of various approximation schemes to the solution. The reader interested in the topic of this paper may wish to also look at a more recent paper by \textit{M. Hairer} and \textit{É. Pardoux} [``A Wong-Zakai theorem for stochastic PDEs'', Preprint, \url{arXiv:1409.3138}] which treats essentially the same question for the corresponding Itō equation driven by space-time (and not just trace-class) noise using Hairer's new theory of regularity structures.