An approximation result for a quasi-linear stochastic heat equation

被引：1

作者：

Boufoussi, Brahim ^{[1
]}

Hajji, Salah ^{[1
]}

机构：

[1] Cadi Ayyad Univ, Fac Sci Semlalia, Dept Math, Marrakech 2390, Morocco

来源：

STATISTICS & PROBABILITY LETTERS | 2010年 / 80卷 / 17-18期

关键词：

Stochastic partial differential equations; Approximation; Brownian sheet; PARTIAL-DIFFERENTIAL EQUATIONS; DIFFUSION-APPROXIMATION;

D O I：

10.1016/j.spl.2010.05.001

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We study the limiting behavior, as n goes to infinity, of a solution of a stochastic partial differential equation driven by a process X-n which converges in law to the Brownian sheet. Under some assumptions, we prove that the solution u(n) converges in distribution in (sic)(vertical bar 0, 1 vertical bar(2)) to a weak solution of a SPDE. (C) 2010 Elsevier B.V. All rights reserved.

引用

页码：1369 / 1377

页数：9

共 50 条

[1] A classification result for the quasi-linear Liouville equation
Esposito, Pierpaolo
ANNALES DE L INSTITUT HENRI POINCARE-ANALYSE NON LINEAIRE, 2018, 35 (03): : 781 - 801
[2] ON A QUASI-LINEAR STOCHASTIC DIFFERENTIAL-EQUATION OF PARABOLIC TYPE
DALECKY, YL
GONCHARUK, NY
STOCHASTIC ANALYSIS AND APPLICATIONS, 1994, 12 (01) : 103 - 129
[3] STOCHASTIC INSTABILITY OF TRAPPED PARTICLES AND CONDITIONS OF APPLICABILITY OF QUASI-LINEAR APPROXIMATION
ZASLAVSKII, GM
FILONENK.NN
SOVIET PHYSICS JETP-USSR, 1968, 27 (05): : 851 - +
[4] EXISTENCE RESULT FOR A MODEL COUPLING A QUASI-LINEAR PARABOLIC EQUATION AND A LINEAR HYPERBOLIC SYSTEM
Ait-Akli, Djamel
JORDAN JOURNAL OF MATHEMATICS AND STATISTICS, 2023, 16 (02): : 309 - 334
[5] APPROXIMATION OF A QUASI-LINEAR ELLIPTIC EQUATION WITH NONLINEAR BOUNDARY-CONDITION
CRANNY, TR
BULLETIN OF THE AUSTRALIAN MATHEMATICAL SOCIETY, 1994, 50 (03) : 405 - 424
[6] The quasi-linear evolution equation
不详
BEYOND PARTIAL DIFFERENTIAL EQUATIONS - LINEAR AND QUASI-LINEAR ABSTRACT HYPERBOLIC EVOLUTION EQUATIONS, 2007, 1898 : 215 - 234
[7] REGULARITY OF WONG-ZAKAI APPROXIMATION FOR NON-AUTONOMOUS STOCHASTIC QUASI-LINEAR PARABOLIC EQUATION ON RN
Liu, Guifen
Zhao, Wenqiang
ELECTRONIC RESEARCH ARCHIVE, 2021, 29 (06): : 3655 - 3686
[8] A quasi-linear stochastic Fokker-Planck equation in σ-finite measures
Kotelenez, Peter M.
STOCHASTICS AND DYNAMICS, 2008, 8 (03) : 475 - 504
[9] ON THE APPROXIMATION OF A QUASI-LINEAR MIXED PROBLEM
MICHAUX, B
RAKOTOSON, JM
SHEN, J
RAIRO-MATHEMATICAL MODELLING AND NUMERICAL ANALYSIS-MODELISATION MATHEMATIQUE ET ANALYSE NUMERIQUE, 1990, 24 (02): : 211 - 234
[10] PLASMA TURBULENCE AND QUASI-LINEAR APPROXIMATION
IMAMURA, T
TANIUTI, T
PHYSICS OF FLUIDS, 1966, 9 (08) : 1603 - +

← 1 2 3 4 5 →