@article{EJP2650,
author = {Arnab Ganguly},
title = {Wong-Zakai type convergence in infinite dimensions},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {18},
year = {2013},
keywords = {Weak convergence; stochastic differential equation; Wong-Zakai, uniform tightness; infinite-dimensional semimartingales; Banach space-valued semimartingales;H^#-semimartingales},
abstract = {The paper deals with convergence of solutions of a class of stochastic differential equations driven by infinite-dimensional semimartingales. The infinite dimensional semimartingales considered in the paper are Hilbert-space valued. The theorems presented generalize the convergence result obtained by Wong and Zakai for stochastic differential equations driven by linear interpolations of a finite-dimensional Brownian motion. In particular, a general form of the correction factor is derived. Examples are given illustrating the use of the theorems to obtain other kinds of approximation results.},
pages = {no. 31, 1-34},
issn = {1083-6489},
doi = {10.1214/EJP.v18-2650},
url = {http://ejp.ejpecp.org/article/view/2650}}