A Wong-Zakai theorem for stochastic PDEs

DOI10.2969/jmsj/06741551zbMath1341.60062arXiv1409.3138OpenAlexW3101325462WikidataQ56894104 ScholiaQ56894104MaRDI QIDQ904200

Martin Hairer, Etienne Pardoux

Publication date: 12 January 2016

Published in: Journal of the Mathematical Society of Japan (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1409.3138

zbMATH Keywords

approximationstochastic PDEspathwise solutionsWong-Zakai theorem

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

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