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
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