Solutions to a Class of Multidimensional Spdes
نویسندگان
چکیده
In this paper, we consider a class of multi-dimensional SPDEs of parabolic type with space-time white noise. We discretize the spacetime white noise to independently identically distributed time white noise located on configuration space and seek the solution to the nonlinear SPDE with such a family of discretized time noises. Then we prove that the laws of the above solutions are tight when the sum over the configuration space of the above family of time noises tends to spacetime white noise. Finally we show that any limiting law satisfies the desired SPDE. AMS classification: 60H15, 35R60 ∗HZ is partially supported by EPSRC grant GR/R69518 †AP and WZ were partially supported by N.S.F. Grants DMS-9625642
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تاریخ انتشار 2002