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An approximation result for a quasi-linear stochastic heat equation

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  • Boufoussi, Brahim
  • Hajji, Salah

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.

Suggested Citation

  • Boufoussi, Brahim & Hajji, Salah, 2010. "An approximation result for a quasi-linear stochastic heat equation," Statistics & Probability Letters, Elsevier, vol. 80(17-18), pages 1369-1377, September.
    • Handle: RePEc:eee:stapro:v:80:y:2010:i:17-18:p:1369-1377
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    References listed on IDEAS

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    1. Florit, Carme & Nualart, David, 1996. "Diffusion approximation for hyperbolic stochastic differential equations," Stochastic Processes and their Applications, Elsevier, vol. 65(1), pages 1-15, December.
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