Another look into the Wong.Zakai theorem for stochastic heat equation

Citation
Gu Yu et Tsai Li-cheng, Another look into the Wong.Zakai theorem for stochastic heat equation, Annals of applied probability , 29(5), 2019, pp. 3037-3061
ISSN journal
10505164
Volume
29
Issue
5
Year of publication
2019
Pages
3037 - 3061
Database
ACNP
SICI code
Abstract
For the heat equation driven by a smooth, Gaussian random potential: .tu.=12.u.+u.(...c.),t>0,x.., where .. converges to a spacetime white noise, and c. is a diverging constant chosen properly, we prove that u. converges in Ln to the solution of the stochastic heat equation for any n.1. Our proof is probabilistic, hence provides another perspective of the general result of Hairer and Pardoux (J. Math. Soc. Japan 67 (2015) 1551.1604), for the special case of the stochastic heat equation. We also discuss the transition from homogenization to stochasticity.