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arXiv · 1404.6911

Strong invariance and noise-comparison principles for some parabolic stochastic PDEs

Mathew Joseph·Davar Khoshnevisan·Carl Mueller
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Abstract

We consider a system of interacting diffusions on the integer lattice. By letting the mesh size go to zero and by using a suitable scaling, we show that the system converges (in a strong sense) to a solution of the stochastic heat equation on the real line. As a consequence, we obtain comparison inequalities for product moments of the stochastic heat equation with different nonlinearities.

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Mathew Joseph, Davar Khoshnevisan, Carl Mueller. 2014-04-28. Strong invariance and noise-comparison principles for some parabolic stochastic PDEs. https://arxiv.org/abs/1404.6911

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