Rescaling nonlinear noise for 1D stochastic parabolic equations

Autor:	Goldys, B., Neklyudov, M.
Rok vydání:	2015
Předmět:	Mathematics - Probability 60H15 37K99
Druh dokumentu:	Working Paper
Popis:	In this paper we will show that the solution of 1D stochastic parabolic equation with additive noise converges to a martingale (independent upon space variable) when we rescale noise at the extremum points of the process. Comment: 14 pages; Minor corrections
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1502.03574 Zobrazit plný text záznamu View this record from Arxiv