An approximation result for a quasi-linear stochastic heat equation

DOI10.1016/J.SPL.2010.05.001zbMATH Open1196.60115OpenAlexW1972076635MaRDI QIDQ988110FDOQ988110

Salah Hajji, Brahim Boufoussi

Publication date: 26 August 2010

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.05.001

zbMATH Keywords

stochastic partial differential equationsapproximationBrownian sheet

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cites Work

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• Finite element methods for parabolic stochastic PDE's
• Approximation and support theorem in Hölder norm for parabolic stochastic partial differential equations
• REGULARIZATION OF QUASILINEAR HEAT EQUATIONS BY A FRACTIONAL NOISE
• Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. I
• On pathwise uniqueness for stochastic heat equations with non-Lipschitz coefficients
• Existence of strong solutions for Itô's stochastic equations via approximations
• On quasi-linear stochastic partial differential equations
• Random motion of strings and related stochastic evolution equations
• Inequalities with Applications to the Weak Convergence of Random Processes with Multi-Dimensional Time Parameters
• A diffusion approximation result for two parameter processes
• Diffusion approximation for hyperbolic stochastic differential equations
• A Wong–Zakai type approximation for two-parameter processes1

Cited In (6)

• Quenched asymptotics for a 1-d stochastic heat equation driven by a rough spatial noise
• Approximating the solution stochastic process of the random Cauchy one-dimensional heat model
• Itô's- and Tanaka's-type formulae for the stochastic heat equation: The linear case
• Weak convergence for a class of stochastic fractional equations driven by fractional noise
• Existence of Weak Solutions to Stochastic Differential Equations in the Plane with Continuous Coefficients
• Large deviations for a Burgers'-type SPDE

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