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 | |
| Publication status | Published - 2016 |
Fingerprint
Dive into the research topics of 'Approximations of stochastic partial differential equations'. Together they form a unique fingerprint.Cite this
- APA
- Author
- BIBTEX
- Harvard
- Standard
- RIS
- Vancouver