Gyöngy, Istvan; Shmatkov, Anton Rate of convergence of Wong-Zakai approximations for stochastic partial differential equations. (English) Zbl 1106.60050 Appl. Math. Optimization 54, No. 3, 315-341 (2006). Summary: We investigate the rate of convergence of the Wong-Zakai approximations for second-order stochastic PDEs of parabolic type driven by a multi-dimensional Wiener process \(W\). Cited in 25 Documents MSC: 60H15 Stochastic partial differential equations (aspects of stochastic analysis) 60H35 Computational methods for stochastic equations (aspects of stochastic analysis) Keywords:Cauchy problem; parabolic partial differential equations; Zakai equation PDF BibTeX XML Cite \textit{I. Gyöngy} and \textit{A. Shmatkov}, Appl. Math. Optim. 54, No. 3, 315--341 (2006; Zbl 1106.60050) Full Text: DOI