An approximation result for a class of stochastic heat equations with colored noise
Probability
2016-11-22 v1
Abstract
We show that a large class of stochastic heat equations can be approximated by systems of interacting stochastic differential equations. As a consequence, we prove various comparison principles extending earlier results. Among other things, our results enable us to obtain sharp estimates on the moments of the solution. A main technical ingredient of our method is a local limit theorem which is of independent interest.
Keywords
Cite
@article{arxiv.1611.06829,
title = {An approximation result for a class of stochastic heat equations with colored noise},
author = {Mohammud Foondun and Shiu-Tang Li and Mathew Joseph},
journal= {arXiv preprint arXiv:1611.06829},
year = {2016}
}