Approximations of stochastic partial differential equations

DOI10.1214/15-AAP1122MaRDI QIDQ303950zbMATH OpenFDO

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, https://projecteuclid.org/euclid.aoap/1465905008

zbMATH Keywords

approximationsBrownian motionjump noisestochastic Burgers equationsstochastic partial differential equationstightnessweak convergence

Mathematics Subject Classification ID

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

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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