Approximations of stochastic partial differential equations
Copyright policy )Approximations of stochastic partial differential equations
In this paper we show that solutions of stochastic partial differential equations driven by Brownian motion can be approximated by stochastic partial differential equations forced by pure jump noise/random kicks. Applications to stochastic Burgers equations are discussed.
- University of Salford United Kingdom
- University of Oslo Norway
approximations, 330, stochastic partial differential equations, Probability (math.PR), Stochastic partial differential equations, 93E20, Central limit and other weak theorems, tightness, 510, Stochastic partial differential equations (aspects of stochastic analysis), jump noise, 60H15, 35R60, stochastic Burgers equations, FOS: Mathematics, 60H15, 93E20, 35R60, weak convergence, PDEs with randomness, stochastic partial differential equations, Brownian motion, Mathematics - Probability
approximations, 330, stochastic partial differential equations, Probability (math.PR), Stochastic partial differential equations, 93E20, Central limit and other weak theorems, tightness, 510, Stochastic partial differential equations (aspects of stochastic analysis), jump noise, 60H15, 35R60, stochastic Burgers equations, FOS: Mathematics, 60H15, 93E20, 35R60, weak convergence, PDEs with randomness, stochastic partial differential equations, Brownian motion, Mathematics - Probability
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