A Wong-Zakai theorem for stochastic PDEs

Martin Hairer , Étienne Pardoux (1)

1 I2M - Institut de Mathématiques de Marseille

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. Dedicated to the memory of Kiyosi It\^o on the occasion of the 100th anniversary of his birth.

Domaines: Mathématiques [math]; Probabilités [math.PR]

Martin Hairer, Étienne Pardoux. A Wong-Zakai theorem for stochastic PDEs. Journal of the Mathematical Society of Japan, 2015, 67 (4), pp.1551-1604. ⟨10.2969/jmsj/06741551⟩. ⟨hal-01231762⟩