Open Access
June 2016 Approximations of stochastic partial differential equations
Giulia Di Nunno, Tusheng Zhang
Ann. Appl. Probab. 26(3): 1443-1466 (June 2016). DOI: 10.1214/15-AAP1122

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.

Citation

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Giulia Di Nunno. Tusheng Zhang. "Approximations of stochastic partial differential equations." Ann. Appl. Probab. 26 (3) 1443 - 1466, June 2016. https://doi.org/10.1214/15-AAP1122

Information

Received: 1 February 2014; Revised: 1 April 2015; Published: June 2016
First available in Project Euclid: 14 June 2016

zbMATH: 1345.60053
MathSciNet: MR3513595
Digital Object Identifier: 10.1214/15-AAP1122

Subjects:
Primary: 60H15
Secondary: 35R60 , 93E20

Keywords: approximations , jump noise , stochastic Burgers equations , Stochastic partial differential equations , tightness , weak convergence

Rights: Copyright © 2016 Institute of Mathematical Statistics

Vol.26 • No. 3 • June 2016
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