Convergence in law for quasi-linear SPDEs
Abstract
We consider the quasi-linear stochastic wave and heat equations in with and , respectively, and perturbed by an additive Gaussian noise which is white in time and has a homogeneous spatial correlation with spectral measure . We allow the Fourier transform of to be a genuine distribution. Let be the mild solution to these equations. We provide sufficient conditions on the measures and the initial data to ensure that converges in law, in the space of continuous functions, to the solution of our equations driven by a noise with spectral measure , where in some sense. We apply our main result to various types of noises, such as the anisotropic fractional noise. We also show that we cover existing results in the literature, such as the case of Riesz kernels and the fractional noise with .
Keywords
Cite
@article{arxiv.2505.22493,
title = {Convergence in law for quasi-linear SPDEs},
author = {Maria Jolis and Salvador Ortiz-Latorre and Lluís Quer-Sardanyons},
journal= {arXiv preprint arXiv:2505.22493},
year = {2025}
}
Comments
Few typos fixed