Joseph, M., Khoshnevisan, D. and Mueller, C. (2017) Strong invariance and noise-comparison principles for some parabolic stochastic PDEs. Annals of Probability, 45 (1). pp. 377-403. ISSN 0091-1798
Abstract
We consider a system of interacting diffusions on the integer lattice. By letting the mesh size go to zero and by using a suitable scaling, we show that the system converges (in a strong sense) to a solution of the stochastic heat equation on the real line. As a consequence, we obtain comparison inequalities for product moments of the stochastic heat equa- tion with different nonlinearities.
Metadata
Item Type: | Article |
---|---|
Authors/Creators: |
|
Copyright, Publisher and Additional Information: | © Institute of Mathematical Statistics, 2017. This is an author produced version of a paper subsequently published in Annals of Probability. Uploaded in accordance with the publisher's self-archiving policy. |
Keywords: | Stochastic PDEs; comparison theorems; white noise |
Dates: |
|
Institution: | The University of Sheffield |
Academic Units: | The University of Sheffield > Faculty of Science (Sheffield) > School of Mathematics and Statistics (Sheffield) |
Depositing User: | Symplectic Sheffield |
Date Deposited: | 22 Mar 2016 09:26 |
Last Modified: | 18 Apr 2017 21:48 |
Published Version: | https://doi.org/10.1214/15-AOP1009 |
Status: | Published |
Publisher: | Institute of Mathematical Statistics (IMS) |
Refereed: | Yes |
Identification Number: | 10.1214/15-AOP1009 |
Open Archives Initiative ID (OAI ID): | oai:eprints.whiterose.ac.uk:96704 |