Approximations of stochastic partial differential equations

Tusheng Zhang

doi:10.1214/15-AAP1122

Approximations of stochastic partial differential equations

Research output: Contribution to journal › Article › peer-review

Abstract

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.

Original language	English
Pages (from-to)	1143-1466
Number of pages	23
Journal	Annals of Applied Probability
Volume	26
Issue number	3
DOIs	https://doi.org/10.1214/15-AAP1122
Publication status	Published - 2016

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title = "Approximations of stochastic partial differential equations",

abstract = "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. ",

author = "Tusheng Zhang",

year = "2016",

doi = "10.1214/15-AAP1122",

language = "English",

volume = "26",

pages = "1143--1466",

journal = "Annals of Applied Probability",

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DO - 10.1214/15-AAP1122

M3 - Article

SN - 1050-5164

VL - 26

SP - 1143

EP - 1466

JO - Annals of Applied Probability

JF - Annals of Applied Probability

IS - 3

ER -

Approximations of stochastic partial differential equations

Abstract

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