Approximations of stochastic partial differential equations

DOI10.1214/15-AAP1122MaRDI QIDQ303950zbMATHFDO

Authors Giulia Di Nunno, Tu-Sheng Zhang

Publication date 23 August 2016

Published in The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1401.7794

zbMATH Keywords

stochastic partial differential equationsweak convergenceBrownian motionapproximationstightnessjump noisestochastic Burgers equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Central limit and other weak theorems (60F05) Brownian motion (60J65) PDEs with randomness, stochastic partial differential equations (35R60)

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.

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