An approximation result for a quasi-linear stochastic heat equation

Brahim Boufoussi and Salah Hajji

Statistics & Probability Letters, 2010, vol. 80, issue 17-18, 1369-1377

Abstract: We study the limiting behavior, as n goes to [infinity], of a solution of a stochastic partial differential equation driven by a process Xn which converges in law to the Brownian sheet. Under some assumptions, we prove that the solution un converges in distribution in to a weak solution of a SPDE.

Keywords: Stochastic; partial; differential; equations; Approximation; Brownian; sheet (search for similar items in EconPapers)
Date: 2010
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(10)00137-9
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:80:y:2010:i:17-18:p:1369-1377

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().