Convergence to SPDEs in Stratonovich Form
نویسندگان
چکیده
منابع مشابه
Convergence to SPDEs in Stratonovich form
We consider the perturbation of parabolic operators of the form ∂t + P (x,D) by large-amplitude highly oscillatory spatially dependent potentials modeled as Gaussian random fields. The amplitude of the potential is chosen so that the solution to the random equation is affected by the randomness at the leading order. We show that, when the dimension is smaller than the order of the elliptic pseu...
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ژورنال
عنوان ژورنال: Communications in Mathematical Physics
سال: 2009
ISSN: 0010-3616,1432-0916
DOI: 10.1007/s00220-009-0898-x