2000 character limit reached
Wong-Zakai approximations with convergence rate for stochastic partial differential equations
Published 14 Jul 2019 in math.PR, cs.NA, and math.NA | (1907.06202v1)
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.
Paper Prompts
Sign up for free to create and run prompts on this paper using GPT-5.
Top Community Prompts
Collections
Sign up for free to add this paper to one or more collections.
