Abstract.
Theorems on weak convergence of the laws of the Wong-Zakai approximations for evolution equation
are proved. The operator A in the equation generates an analytic semigroup of linear operators on a Hilbert space H. The tightness of the approximating sequence is established using the stochastic factorisation formula. Applications to strongly damped wave and plate equations as well as to stochastic invariance are discussed.
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Dedicated to Giuseppe Da Prato on the occasion of his 70th birthday
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Tessitore, G., Zabczyk, J. Wong-Zakai approximations of stochastic evolution equations. J. evol. equ. 6, 621–655 (2006). https://doi.org/10.1007/s00028-006-0280-9
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DOI: https://doi.org/10.1007/s00028-006-0280-9