Strong invariance and noise-comparison principles for some parabolic stochastic PDEs
Probability
2014-04-29 v1
Abstract
We consider a system of interacting diffusions on the integer lattice. By letting the mesh size go to zero and by using a suitable scaling, we show that the system converges (in a strong sense) to a solution of the stochastic heat equation on the real line. As a consequence, we obtain comparison inequalities for product moments of the stochastic heat equation with different nonlinearities.
Keywords
Cite
@article{arxiv.1404.6911,
title = {Strong invariance and noise-comparison principles for some parabolic stochastic PDEs},
author = {Mathew Joseph and Davar Khoshnevisan and Carl Mueller},
journal= {arXiv preprint arXiv:1404.6911},
year = {2014}
}
Comments
26 pages