Rescaling nonlinear noise for 1D stochastic parabolic equations
Probability
2018-09-05 v4
Abstract
In this paper we will show that the solution of 1D stochastic parabolic equation with additive noise converges to a martingale (independent upon space variable) when we rescale noise at the extremum points of the process.
Cite
@article{arxiv.1502.03574,
title = {Rescaling nonlinear noise for 1D stochastic parabolic equations},
author = {B. Goldys and M. Neklyudov},
journal= {arXiv preprint arXiv:1502.03574},
year = {2018}
}
Comments
14 pages; Minor corrections