Rate of convergence of Wong-Zakai approximations for stochastic partial differential equations
Abstract
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 Wn approximating the Wiener process, provided the area processes of Wn 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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