Approximations of Stochastic Partial Differential Equations

2014/01/30 by Giulia Di Nunno, Tusheng Zhang, Di Nunno, Giulia +1
Mathematics · #35R60 #60H15 #93E20 #FOS: Mathematics #Probability (math.PR) #math.PR #msc:35R60 #msc:60H15 #msc:93E20

paper · pdf · doi:10.48550/arxiv.1401.7794

arxiv created 2014/01/30 · arxiv updated 2014/01/31

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.

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