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Approximations of stochastic partial differential equations

descriptionPublicationkeyboard_double_arrow_right Article , Preprint , Report , Other literature type 01 Jun 2016Embargo end date: 01 Jan 2014 Norway, United Kingdom Publisher:Institute of Mathematical StatisticsJournal:The Annals of Applied Probability, volume 26 (issn: 1050-5164,

Authors: Di Nunno, Giulia; Zhang, Tusheng;

doi: 10.1214/15-aap1122 , 10.48550/arxiv.1401.7794

arXiv: http://arxiv.org/abs/1401.7794

handle: 10852/38320

Approximations of stochastic partial differential equations

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Abstract

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.

Countries

Norway, United Kingdom

Related Organizations

University of Oslo
Norway
University of Salford
United Kingdom

Keywords

approximations, 330, Probability (math.PR), Stochastic partial differential equations, 93E20, tightness, 510, jump noise, stochastic Burgers equations, 60H15, 35R60, FOS: Mathematics, 60H15, 93E20, 35R60, weak convergence, Mathematics - Probability

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