Rescaling nonlinear noise for 1D stochastic parabolic equations
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🧮 math.PR
keywords
noiseparabolicstochasticadditiveconvergesequationequationsextremum
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In this paper we will show that the solution of 1D stochastic parabolic equation with additive noise converges to a martingale (independent upon space variable) when we rescale noise at the extremum points of the process.
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