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arXiv:1401.7794 [math.PR]AbstractReferencesReviewsResources

Approximations of Stochastic Partial Differential Equations

Giulia Di Nunno, Tusheng Zhang

Published 2014-01-30Version 1

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.

Categories: math.PR
Subjects: 60H15, 93E20, 35R60
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