An approximation result for a quasi-linear stochastic heat equation

DOI10.1016/j.spl.2010.05.001zbMath1196.60115OpenAlexW1972076635MaRDI QIDQ988110

Salah Hajji, Brahim Boufoussi

Publication date: 26 August 2010

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.05.001

zbMATH Keywords

stochastic partial differential equationsapproximationBrownian sheet

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (1)

Weak convergence for a class of stochastic fractional equations driven by fractional noise

Cites Work

• Unnamed Item
• Unnamed Item
• On pathwise uniqueness for stochastic heat equations with non-Lipschitz coefficients
• Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. I
• A diffusion approximation result for two parameter processes
• On quasi-linear stochastic partial differential equations
• Diffusion approximation for hyperbolic stochastic differential equations
• Finite element methods for parabolic stochastic PDE's
• Approximation and support theorem in Hölder norm for parabolic stochastic partial differential equations
• Existence of strong solutions for Itô's stochastic equations via approximations
• A Wong–Zakai type approximation for two-parameter processes1
• Random motion of strings and related stochastic evolution equations
• Inequalities with Applications to the Weak Convergence of Random Processes with Multi-Dimensional Time Parameters
• REGULARIZATION OF QUASILINEAR HEAT EQUATIONS BY A FRACTIONAL NOISE

This page was built for publication: An approximation result for a quasi-linear stochastic heat equation