Approximations of stochastic partial differential equations
From MaRDI portal
Publication:303950
DOI10.1214/15-AAP1122zbMath1345.60053arXiv1401.7794MaRDI QIDQ303950
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
weak convergence; Brownian motion; stochastic partial differential equations; approximations; tightness; jump noise; stochastic Burgers equations
60F05: Central limit and other weak theorems
60J65: Brownian motion
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
35R60: PDEs with randomness, stochastic partial differential equations
Related Items
Stochastic regularized Newton methods for nonlinear equations, Approximations of stochastic Navier-Stokes equations, Approximations of stochastic 3D tamed Navier-Stokes equations
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Local and global well-posedness of SPDE with generalized coercivity conditions
- Stochastic evolution equations of jump type: Existence, uniqueness and large deviation princi\-ples
- Robustness of quadratic hedging strategies in finance via backward stochastic differential equations with jumps
- On the Skorokhod topology
- Parabolic SPDEs driven by Poisson white noise
- A concise course on stochastic partial differential equations
- Approximations of small jumps of Lévy processes with a view towards simulation
- The α-Dependence of Stochastic Differential Equations Driven by Variants of α-Stable Processes
- Stochastic partial differential equations and filtering of diffusion processes
- On stochastic equations with respect to semimartingales I.†
- On stochastic squations with respect to semimartingales III
- Ergodicity for Infinite Dimensional Systems
- Stochastic Equations in Infinite Dimensions