Another look into the Wong-zakai theorem for stochastic heat equation

DOI10.1214/19-AAP1474zbMath1447.35400arXiv1801.09164OpenAlexW2980731509MaRDI QIDQ2286460

Li-Cheng Tsai, Yu Gu

Publication date: 22 January 2020

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1801.09164

zbMATH Keywords

Feynman-Kac formulaWiener chaos expansion

Mathematics Subject Classification ID

Heat equation (35K05) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

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