The Wong–Zakai approximations of invariant manifolds and foliations for stochastic evolution equations

By Jun Shen, Junyilang Zhao, Kening Lu, Bixiang Wang. Journal of Differential Equations, 2019

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Abstract In this paper, we study the Wong–Zakai approximations given by a stationary process via the Wiener shift and their associated dynamics of a class of stochastic evolution equations with a multiplicative white noise. We prove that the solutions of Wong–Zakai approximations almost surely converge to the solutions of the Stratonovich stochastic evolution equation. We also show that the invariant manifolds and stable foliations of the Wong–Zakai approximations converge to the invariant manifolds and stable foliations of the Stratonovich stochastic evolution equation, respectively.

Subfields: Finance, Mathematical Physics

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