In this paper we show that the rate of convergence of Wong-Zakai approximations for stochastic partial differential equations driven by Wiener processes is essentially the same as the rate of convergence of the driving processes $W_n$ approximating the Wiener process, provided the area processes of $W_n$ also converge to those of $W$ with that rate. We consider non-degenerate and also degenerate stochastic PDEs with time dependent coefficients.
|Title of host publication||Seminar on Stochastic Analysis, Random Fields and Applications VII|
|Subtitle of host publication||Centro Stefano Franscini, Ascona, May 2011|
|Publication status||Published - 2013|
|Name||Progress in Probability|