Strong invariance and noise-comparison principles for some parabolic stochastic PDEs
Strong invariance and noise-comparison principles for some parabolic stochastic PDEs
复制标题
一些抛物线随机偏微分方程的强不变性和噪声比较原理
DOI：
10.1214/15-aop1009
复制
发表时间：
2014
影响因子：
2.3
通讯作者：
C. Mueller
中科院分区：
文献类型：
--
作者：
Mathew Joseph;D. Khoshnevisan;C. Mueller
我们考虑一个整数格上的相互作用扩散系统。通过让网格尺寸趋近于零并使用合适的缩放，我们表明系统（在强意义上）收敛于实线上随机热方程的解。得到了不同非线性随机热方程积矩的比较不等式。
We consider a system of interacting diffusions on the integer lattice. By letting the mesh size go to zero and by using a suitable scaling, we show that the system converges (in a strong sense) to a solution of the stochastic heat equation on the real line. As a consequence, we obtain comparison inequalities for product moments of the stochastic heat equation with different nonlinearities.