{
  "id": "1907.06202",
  "version": "v1",
  "published": "2019-07-14T10:43:12.000Z",
  "updated": "2019-07-14T10:43:12.000Z",
  "title": "Wong-Zakai approximations with convergence rate for stochastic partial differential equations",
  "authors": [
    "Toshiyuki Nakayama",
    "Stefan Tappe"
  ],
  "comment": "25 pages",
  "journal": "Stochastic Analysis and Applications 36(5):832-857, 2018",
  "categories": [
    "math.PR",
    "cs.NA",
    "math.NA"
  ],
  "abstract": "The goal of this paper is to prove a convergence rate for Wong-Zakai approximations of semilinear stochastic partial differential equations driven by a finite dimensional Brownian motion. Several examples, including the HJMM equation from mathematical finance, illustrate our result.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2019-07-14T10:43:12.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60H15",
      "60G17"
    ],
    "keywords": [
      "convergence rate",
      "wong-zakai approximations",
      "stochastic partial differential equations driven",
      "semilinear stochastic partial differential equations",
      "finite dimensional brownian motion"
    ],
    "tags": [
      "journal article"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 25,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}