Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152944 | Statistics & Probability Letters | 2010 | 9 Pages |
Abstract
We study the limiting behavior, as nn goes to ∞∞, of a solution of a stochastic partial differential equation driven by a process XnXn which converges in law to the Brownian sheet. Under some assumptions, we prove that the solution unun converges in distribution in C([0,1]2)C([0,1]2) to a weak solution of a SPDE.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Brahim Boufoussi, Salah Hajji,