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Solutions to a class of multidimensional SPDES
preprint
posted on 2005-08-22, 14:48 authored by A.L. Piatnitski, Huaizhong Zhao, W.A. ZhengIn this paper, we consider a class of multi-dimensional SPDEs of
parabolic type with space-time white noise. We discretize the spacetime
white noise to independently identically distributed time white
noise located on configuration space and seek the solution to the nonlinear
SPDE with such a family of discretized time noises. Then we
prove that the laws of the above solutions are tight when the sum over
the configuration space of the above family of time noises tends to spacetime
white noise. Finally we show that any limitingla w satisfies the
desired SPDE.
History
School
- Science
Department
- Mathematical Sciences
Pages
211864 bytesPublication date
2002Notes
This is a pre-print.Language
- en