An approximation theorem of Wong-Zakai type for stochastic Navier-Stokes equations
The author presents an extension of the Wong-Zakai approximation theorem for stochastic Navier-Stokes equations defined in abstract spaces and with some Hilbert space valued disturbances given by a Wiener process. By approximating these disturbances, the author obtains in the limit equation the Itô correction term for the infinite-dimensional case. A theorem of this type for nonlinear stochastic partial differential equations, more exactly for the model considered by \textit{E. Pardoux} [Semin. Equ. Deriv. Part., Exposé No. II (1975; Zbl 0363.60041)] one can find in \textit{K. Twardowska} [Stochastic Anal. Appl. 13, No. 5, 601-626 (1995; Zbl 0839.60059)].
scientific article; zbMATH DE number 1021758
scientific article