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arxiv: 1401.7794 · v1 · pith:VFXHYOSGnew · submitted 2014-01-30 · 🧮 math.PR

Approximations of Stochastic Partial Differential Equations

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keywords equationsstochasticdifferentialpartialapplicationsapproximatedapproximationsbrownian
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In this paper we show that solutions of stochastic partial differential equations driven by Brownian motion can be approximated by stochastic partial differential equations forced by pure jump noise/random kicks. Applications to stochastic Burgers equations are discussed.

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