Article ID Journal Published Year Pages File Type
1152944 Statistics & Probability Letters 2010 9 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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