Abstract
We present an asymptotic analysis in the “white-noise limit” of a semi-linear parabolic partial differential equation, whose coefficients are perturbed by a wide-band noise. We prove the convergence in law towards the solution of an Ito stochastic PDE, thus generalizing the results in [3] for linear PDEs.
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© 1985 D. Reidel Publishing Company
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Pardoux, E. (1985). Asymptotic Analysis of a Semi-Linear PDE with Wide-Band Noise Disturbances. In: Arnold, L., Kotelenez, P. (eds) Stochastic Space—Time Models and Limit Theorems. Mathematics and Its Applications, vol 19. Springer, Dordrecht. https://doi.org/10.1007/978-94-009-5390-1_12
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DOI: https://doi.org/10.1007/978-94-009-5390-1_12
Publisher Name: Springer, Dordrecht
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