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Wong-Zakai approximation and support theorem for quasilinear parabolic stochastic partial differential equations

  • Beijing Institute of Technology
  • School of Mathematics
  • University of Science and Technology of China

Research output: Contribution to journal › Article › peer-review

Abstract

In this paper, we establish Wong-Zakai approximation and support theorem for quasilinear parabolic stochastic partial differential equations. Since this class of equations is not locally monotone, we implement a regularization strategy using a sequence of heat kernel to modify the matrix-valued diffusion term, thereby recovering the monotonicity. As a result, the problem is reduced to prove two results of further layer approximations. To this end, we further employ a kinetic formulation of the approximating solutions in the L1 setting and fully use the doubling variables techniques.

Original languageEnglish
Article number126
JournalElectronic Journal of Probability
Volume31
DOIs
Publication statusPublished - 2026
Externally publishedYes

Keywords

  • Wong-Zakai approximation
  • kinetic solution
  • quasilinear stochastic partial differential equations
  • support theorem

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