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Rate of convergence of Wong-Zakai approximations for stochastic partial differential equations. (English) Zbl 1106.60050
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 \(W\).

MSC:
60H15 Stochastic partial differential equations (aspects of stochastic analysis)
60H35 Computational methods for stochastic equations (aspects of stochastic analysis)
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