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A Wong-Zakai theorem for stochastic PDEs
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Hairer, Martin and Pardoux, Etienne (2015) A Wong-Zakai theorem for stochastic PDEs. Journal of the Mathematical Society of Japan, 67 (4). pp. 1551-1604. doi:10.2969/jmsj/06741551 ISSN 0025-5645.
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Official URL: http://dx.doi.org/10.2969/jmsj/06741551
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.
Item Type: | Journal Article | ||||||||
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Divisions: | Faculty of Science, Engineering and Medicine > Science > Mathematics | ||||||||
Journal or Publication Title: | Journal of the Mathematical Society of Japan | ||||||||
Publisher: | Maths Society Japan | ||||||||
ISSN: | 0025-5645 | ||||||||
Official Date: | October 2015 | ||||||||
Dates: |
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Volume: | 67 | ||||||||
Number: | 4 | ||||||||
Page Range: | pp. 1551-1604 | ||||||||
DOI: | 10.2969/jmsj/06741551 | ||||||||
Status: | Peer Reviewed | ||||||||
Publication Status: | Published | ||||||||
Access rights to Published version: | Restricted or Subscription Access | ||||||||
Date of first compliant deposit: | 13 October 2016 |
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