Rescaling nonlinear noise for 1D stochastic parabolic equations

B. Goldys; M. Neklyudov

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arXiv · 1502.03574

Rescaling nonlinear noise for 1D stochastic parabolic equations

B. Goldys·M. Neklyudov

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Abstract

In this paper we will show that the solution of 1D stochastic parabolic equation with additive noise converges to a martingale (independent upon space variable) when we rescale noise at the extremum points of the process.

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BibTeX RIS

B. Goldys, M. Neklyudov. 2015-02-12. Rescaling nonlinear noise for 1D stochastic parabolic equations. https://arxiv.org/abs/1502.03574

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