The Annals of Applied Probability
- Ann. Appl. Probab.
- Volume 26, Number 3 (2016), 1443-1466.
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.
Ann. Appl. Probab., Volume 26, Number 3 (2016), 1443-1466.
Received: February 2014
Revised: April 2015
First available in Project Euclid: 14 June 2016
Permanent link to this document
Digital Object Identifier
Mathematical Reviews number (MathSciNet)
Zentralblatt MATH identifier
Primary: 60H15: Stochastic partial differential equations [See also 35R60]
Secondary: 93E20: Optimal stochastic control 35R60: Partial differential equations with randomness, stochastic partial differential equations [See also 60H15]
Di Nunno, Giulia; Zhang, Tusheng. Approximations of stochastic partial differential equations. Ann. Appl. Probab. 26 (2016), no. 3, 1443--1466. doi:10.1214/15-AAP1122. https://projecteuclid.org/euclid.aoap/1465905008