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Weak Convergence of Solutions of the Heat Equation with Gaussian Noise

✍ Scribed by Ralf Manthey

Publisher
John Wiley and Sons
Year
1985
Tongue
English
Weight
455 KB
Volume
123
Category
Article
ISSN
0025-584X

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✦ Synopsis

We show under which conditions the solution of the heat equation with a two-parameter white Gaussian noise can be approximated by solutions of this equation with physically real Gaussian noise. ' 1. Mathematical preliminaries 1.1. The two-parameter Wiener field (Brownian sheet)

The two-parameter WIENER field represents one of the generalizations of the usual WIENER process to higher dimensional parameter sets. The study of this random field was initiated by CENCOV (cf. [12]).

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