Approximations of stochastic partial differential equations

Authors
Nunno, Giulia Di Zhang, Tusheng
Citation
Nunno, Giulia Di et Zhang, Tusheng, Approximations of stochastic partial differential equations, Annals of applied probability , 26(3), 2016, pp. 1443-1466
Journal title
Annals of applied probability → ACNP
ISSN journal
10505164
Volume
26
Issue
3
Year of publication
2016
Pages
1443 - 1466
Database
ACNP
SICI code
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.