Abstract
We show that a large class of stochastic heat equations can be approximated by systems of interacting stochastic differential equations. As a consequence, we prove various comparison principles extending earlier results. Among other things, our results enable us to obtain sharp estimates on the moments of the solution. A main technical ingredient of our method is a local limit theorem which is of independent interest.
Original language | English |
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Pages (from-to) | 2855-2895 |
Number of pages | 41 |
Journal | Annals of Applied Probability |
Volume | 28 |
Issue number | 5 |
Early online date | 28 Aug 2018 |
DOIs | |
Publication status | Published - 31 Oct 2018 |
Keywords
- stochastic PDEs
- comparison theorems
- colored noise