An approximation result for a quasi-linear stochastic heat equation

We study the limiting behavior, as n goes to [infinity], of a solution of a stochastic partial differential equation driven by a process Xn which converges in law to the Brownian sheet. Under some assumptions, we prove that the solution un converges in distribution in to a weak solution of a SPDE.

MoreLess

Year of publication:	2010
Authors:	Boufoussi, Brahim ; Hajji, Salah
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 80.2010, 17-18, p. 1369-1377
Publisher:	Elsevier
Keywords:	Stochastic partial differential equations Approximation Brownian sheet

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10008868803