Rate of convergence of Wong-Zakai approximations for stochastic partial differential equations
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🧮 math.PR
cs.NAmath.NA
keywords
rateconvergenceprocessesstochasticapproximationsdifferentialequationspartial
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In this paper we show that the rate of convergence of Wong-Zakai approximations for stochastic partial differential equations driven by Wiener processes is essentially the same as the rate of convergence of the driving processes W_n approximating the Wiener process, provided the area processes of W_n also converge to those of W with that rate. We consider non-degenerate and also degenerate stochastic PDEs with time dependent coefficients.
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