Strong invariance and noise-comparison principles for some parabolic stochastic PDEs

DOI10.1214/15-AOP1009zbMath1367.60082arXiv1404.6911MaRDI QIDQ516123

Davar Khoshnevisan, Mathew Joseph, Carl E. Mueller

Publication date: 22 March 2017

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

Full work available at URL: https://arxiv.org/abs/1404.6911

zbMATH Keywords

comparison theoremswhite noisestochastic PDEsstrong invariance principle

Mathematics Subject Classification ID

Reaction-diffusion equations (35K57) White noise theory (60H40) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Functional limit theorems; invariance principles (60F17)

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