Almost sure approximation of Wong-Zakai type for stochastic partial differential equations

DOI10.1016/0304-4149(94)00037-TzbMath0842.60062OpenAlexW2092317904MaRDI QIDQ1346163

Franco Flandoli, Zdzisław Brzeźniak

Publication date: 1 August 1996

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(94)00037-t

zbMATH Keywords

approximation methodsBrownian motionstochastic partial differential equationsFeynman-Kac formulaalmost sure convergence

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65M99) Stochastic integral equations (60H20)

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