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An approximation theorem of wong-zakai type for nonlinear stochastic partial differential equations
Authors:Krystyna Twardowska
Institution:Warsaw Technical University , Institute of Mathematics , Plac Politechniki 1, 00-661, Poland
Abstract:We present an extension of the Wong-Zakai approximation theorem for nonlinear 984 given by the Wiener process and a martingale. By approximating these disturbances we obtain in the limit equation the Ito correction term for the infinite dimensional case. Such form of the correction term connected with the Wiener process was proved in the author's papers 21] and 22], where the approximation theorem for semilinear stochastic evolution equations in Hilbert spaces was studied. Our model here is similar as the one considered by Pardoux 17]
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