Translator Disclaimer
January 2017 Strong invariance and noise-comparison principles for some parabolic stochastic PDEs
Mathew Joseph, Davar Khoshnevisan, Carl Mueller
Ann. Probab. 45(1): 377-403 (January 2017). DOI: 10.1214/15-AOP1009

Abstract

We consider a system of interacting diffusions on the integer lattice. By letting the mesh size go to zero and by using a suitable scaling, we show that the system converges (in a strong sense) to a solution of the stochastic heat equation on the real line. As a consequence, we obtain comparison inequalities for product moments of the stochastic heat equation with different nonlinearities.

Citation

Download Citation

Mathew Joseph. Davar Khoshnevisan. Carl Mueller. "Strong invariance and noise-comparison principles for some parabolic stochastic PDEs." Ann. Probab. 45 (1) 377 - 403, January 2017. https://doi.org/10.1214/15-AOP1009

Information

Received: 1 April 2014; Revised: 1 January 2015; Published: January 2017
First available in Project Euclid: 26 January 2017

zbMATH: 1367.60082
MathSciNet: MR3601652
Digital Object Identifier: 10.1214/15-AOP1009

Subjects:
Primary: 60H15
Secondary: 35K57

Rights: Copyright © 2017 Institute of Mathematical Statistics

JOURNAL ARTICLE
27 PAGES


SHARE
Vol.45 • No. 1 • January 2017
Back to Top