A Wong-Zakai theorem for stochastic PDEs
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pdesstochastictheoremwong-zakaianniversarybirthcorollarydedicated
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We prove a version of the Wong-Zakai theorem for one-dimensional parabolic nonlinear stochastic PDEs driven by space-time white noise. As a corollary, we obtain a detailed local description of solutions. Dedicated to the memory of Kiyosi It\^o on the occasion of the 100th anniversary of his birth.
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