Approximations of Stochastic Partial Differential Equations
Probability
2014-01-31 v1
Abstract
In this paper we show that solutions of stochastic partial differential equations driven by Brownian motion can be approximated by stochastic partial differential equations forced by pure jump noise/random kicks. Applications to stochastic Burgers equations are discussed.
Keywords
Cite
@article{arxiv.1401.7794,
title = {Approximations of Stochastic Partial Differential Equations},
author = {Giulia Di Nunno and Tusheng Zhang},
journal= {arXiv preprint arXiv:1401.7794},
year = {2014}
}