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Weak Convergence for the Stochastic Heat Equation Driven by Gaussian White Noise

机译:高斯白噪声驱动的随机热方程的弱收敛

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In this paper, we consider a quasi-linear stochastic heat equation with spatial dimension one, with Dirichlet boundary conditions and controlled by the space-time white noise. We formally replace the random perturbation by a family of noisy inputs depending on a parameter?that approximate the white noise in some sense. Then, we provide sufficient conditions ensuring that the real-valued mild?solution of the SPDE perturbed by this family of noises converges in law, in the space of continuous functions,?to the solution of the white noise driven SPDE. Making use of a suitable continuous functional of the stochastic convolution term, we show that it suffices to tackle the linear problem. For this, we prove that the corresponding family of laws is tight and we identify the limit law by showing the convergence of the finite dimensional distributions. We have also considered two particular families of noises to that our result applies. The first one involves a Poisson process in the plane and has been motivated by a one-dimensional result of Stroock.?The second one is constructed in terms of the kernels associated to the extension of Donsker's theorem to the plane.
机译:在本文中,我们考虑一个具有Dirichlet边界条件并受时空白噪声控制的空间维数为1的拟线性随机热方程。我们根据参数从某种意义上近似于白噪声的一系列噪声输入来正式代替随机扰动。然后,我们提供了充分的条件,以确保在连续函数的空间内,受此噪声族干扰的SPDE的实值温和解在法律上收敛于白噪声驱动的SPDE的解。利用随机卷积项的合适连续函数,我们证明它足以解决线性问题。为此,我们证明了相应的法则族是紧密的,并且通过显示有限维分布的收敛性来确定极限法则。我们还考虑了适用于我们的结果的两个特定的噪声系列。第一个涉及平面中的泊松过程,并受到Stroock的一维结果的激励。第二个结构是根据与Donsker定理扩展到平面相关的核构造的。

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