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This lecture provides a clear overview of the collaborative paper with Professor Stefan Tappe titled “Wong-Zakai approximations with convergence rate for stochastic partial differential equations” (Nakayama and Tappe, Stoch. Anal. Appl. 36(5):832–857, 2018). It simplifies the core concepts and delves into my personal perspective on the significance of this paper in the field of computational finance.

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Wong-Zakai Approximation for Stochastic PDEs and the HJM Model

  • 会议论文

  • 发表日期：

    2025年

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  • Toshiyuki Nakayama

摘要

This lecture provides a clear overview of the collaborative paper with Professor Stefan Tappe titled “Wong-Zakai approximations with convergence rate for stochastic partial differential equations” (Nakayama and Tappe, Stoch. Anal. Appl. 36(5):832–857, 2018). It simplifies the core concepts and delves into my personal perspective on the significance of this paper in the field of computational finance.