English

Convergence in law for quasi-linear SPDEs

Probability 2025-06-09 v2

Abstract

We consider the quasi-linear stochastic wave and heat equations in Rd\mathbb{R}^d with d{1,2,3}d\in \{1,2,3\} and d1d\geq 1, respectively, and perturbed by an additive Gaussian noise which is white in time and has a homogeneous spatial correlation with spectral measure μn\mu_n. We allow the Fourier transform of μn\mu_n to be a genuine distribution. Let unu^n be the mild solution to these equations. We provide sufficient conditions on the measures μn\mu_n and the initial data to ensure that unu^n converges in law, in the space of continuous functions, to the solution of our equations driven by a noise with spectral measure μ\mu, where μnμ\mu_n\to\mu 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 d=1d=1.

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