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A convergence result for stochastic partial differential equations. (English) Zbl 0653.60049
It is shown that for regular approximations \(w_ n\) of the Brownian motion w, the solutions of \[ du_ n-A u_ n dt+B u_ n dw_ n \] converge to the solution of the abstract Stratonovich stochastic differential equation \(du=A u dt+B u dw\). The assumptions on the operators A and B permit physically reasonable applications, and some PDE examples are given.
Reviewer: T.C.Gard

MSC:
60H15 Stochastic partial differential equations (aspects of stochastic analysis)
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