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The Wong–Zakai approximations of invariant manifolds and foliations for stochastic evolution equations
Authors:Jun Shen  Junyilang Zhao  Kening Lu  Bixiang Wang
Institution:1. School of Mathematics, Sichuan University, Chengdu, Sichuan 610064, PR China;2. Department of Mathematics, Brigham Young University, Provo, UT 84602, USA;3. Department of Mathematics, New Mexico Institute of Mining and Technology, Socorro, NM 87801, USA
Abstract:In this paper, we study the Wong–Zakai approximations given by a stationary process via the Wiener shift and their associated dynamics of a class of stochastic evolution equations with a multiplicative white noise. We prove that the solutions of Wong–Zakai approximations almost surely converge to the solutions of the Stratonovich stochastic evolution equation. We also show that the invariant manifolds and stable foliations of the Wong–Zakai approximations converge to the invariant manifolds and stable foliations of the Stratonovich stochastic evolution equation, respectively.
Keywords:primary  60H15  secondary  37H10  37L55  37D10  Wong–Zakai approximation  Stochastic evolution equation  Multiplicative noise  Invariant manifolds  Invariant foliations
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