# Wong-Zakai approximations with convergence rate for stochastic partial differential equations

## TL;DR

This paper establishes a convergence rate for Wong-Zakai approximations applied to semilinear stochastic partial differential equations driven by finite-dimensional Brownian motion, with applications including the HJMM equation in finance.

## Contribution

It provides the first known convergence rate for Wong-Zakai approximations in this class of stochastic PDEs, extending previous theoretical results.

## Key findings

- Proved convergence rate for Wong-Zakai approximations
- Applied results to the HJMM equation in finance
- Demonstrated practical relevance through examples

## Abstract

The goal of this paper is to prove a convergence rate for Wong-Zakai approximations of semilinear stochastic partial differential equations driven by a finite dimensional Brownian motion. Several examples, including the HJMM equation from mathematical finance, illustrate our result.