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arXiv · 1611.06829

An approximation result for a class of stochastic heat equations with colored noise

Mohammud Foondun·Shiu-Tang Li·Mathew Joseph
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Abstract

We show that a large class of stochastic heat equations can be approximated by systems of interacting stochastic differential equations. As a consequence, we prove various comparison principles extending earlier results. Among other things, our results enable us to obtain sharp estimates on the moments of the solution. A main technical ingredient of our method is a local limit theorem which is of independent interest.

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Mohammud Foondun, Shiu-Tang Li, Mathew Joseph. 2016-11-21. An approximation result for a class of stochastic heat equations with colored noise. https://arxiv.org/abs/1611.06829

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