APPROXIMATIONS OF STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS

• 成果类型: Article
• 署名作者: Di Nunno, Giulia; Zhang, Tusheng
• 署名单位: University of Oslo; University of Manchester
• 刊物名称: ANNALS OF APPLIED PROBABILITY
• ISSN/ISSBN: 1050-5164
• DOI: 10.1214/15-AAP1122
• 发表日期: 2016
• 页码: 1443-1466
• 关键词: driven

摘要

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.