Approximations of Stochastic Partial Differential Equations

Giulia Di Nunno; Tusheng Zhang

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arXiv · 1401.7794

Approximations of Stochastic Partial Differential Equations

Giulia Di Nunno·Tusheng Zhang

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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.

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Giulia Di Nunno, Tusheng Zhang. 2014-01-30. Approximations of Stochastic Partial Differential Equations. https://arxiv.org/abs/1401.7794

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