Weak Convergence of Solutions of the Heat Equation with Gaussian Noise

DOI10.1002/MANA.19851230115zbMATH Open0577.60063OpenAlexW1969441684MaRDI QIDQ3698009FDOQ3698009

Authors: Ralf Manthey 

Publication date: 1985

Published in: Mathematische Nachrichten (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/mana.19851230115

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zbMATH Keywords

random fieldstwo-parameter Wiener fieldheat equation with two-parameter white Gaussian noise

Mathematics Subject Classification ID

Random fields (60G60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Central limit and other weak theorems (60F05) PDEs with randomness, stochastic partial differential equations (35R60)

Cites Work

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Cited In (15)

• Weak convergence for the stochastic heat equation driven by Gaussian white noise
• Weak order for the discretization of the stochastic heat equation driven by impulsive noise
• Weak convergence for a spatial approximation of the nonlinear stochastic heat equation
• Convergence of solutions of one–dimensional stochastic heat equations¹
• Asymptotic behavior of random Navier-Stokes equations driven by Wong-Zakai approximations
• Using homotopy WHEP technique for solving a stochastic nonlinear diffusion equation
• On the necessary and sufficient conditions to solve a heat equation with general additive Gaussian noise
• Generalized Gross heat equation with noises
• The approximate solution of a nonlinear diffusion equation using some techniques, a comparison study
• Coupling and invariant measures for the heat equation with noise
• Harmonic and heat flow representations of the Gaussian white noise
• Solution of the stochastic heat equation with nonlinear losses using Wiener-Hermite expansion
• Weak convergence of a numerical method for a stochastic heat equation
• Normal approximation of the solution to the stochastic heat equation with Lévy noise
• Gaussian fields and stochastic heat equations.

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