Wong–Zakai Type Approximation of SPDEs of Lévy Noise

Research paper by Erika Hausenblas

Indexed on: 08 Aug '07Published on: 08 Aug '07Published in: Acta Applicandae Mathematicae


Our point of interest is the Wong–Zakai approximation of SPDEs driven by a Poisson random measure. We investigate the limit equation, the form of the correction term and its rate of convergence.