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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



Abstract

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.