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

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