  We consider a class of stochastic differential equations driven by a one
dimensional Brownian motion and we investigate the rate of convergence for
Wong-Zakai-type approximated solutions. We first consider the Stratonovich
case, obtained through the point-wise multiplication between the diffusion
coefficient and a smoothed version of the noise; then, we consider It\^o
equations where the diffusion coefficient is Wick-multiplied by the regularized
noise. We discover that in both cases the speed of convergence to the exact
solution coincides with the speed of convergence of the smoothed noise towards
the original Brownian motion. We also prove, in analogy with a well known
property for exact solutions, that the solutions of approximated It\^o
equations solve approximated Stratonovich equations with a certain correction
term in the drift.
