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2012 Stochastic PDEs with multiscale structure
Martin Hairer, David Kelly
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Electron. J. Probab. 17: 1-38 (2012). DOI: 10.1214/EJP.v17-1807

Abstract

We study the spatial homogenisation of parabolic linear stochastic PDEs exhibiting a two-scale structure both at the level of the linear operator and at the level of the Gaussiandriving noise. We show that in some cases, in particular when the forcing is given by space time white noise, it may happen that the homogenised SPDE is not what one would expect from existing results for PDEs with more regular forcing terms.

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Martin Hairer. David Kelly. "Stochastic PDEs with multiscale structure." Electron. J. Probab. 17 1 - 38, 2012. https://doi.org/10.1214/EJP.v17-1807

Information

Accepted: 13 July 2012; Published: 2012
First available in Project Euclid: 4 June 2016

zbMATH: 1262.60059
MathSciNet: MR2955044
Digital Object Identifier: 10.1214/EJP.v17-1807

Subjects:
Primary: 60H15
Secondary: 35B27

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Vol.17 • 2012
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