Comparison Principles for parabolic stochastic partial differential equations

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Publication Type dissertation
School or College College of Science
Department Mathematics
Author Li, Shiu-tang
Title Comparison Principles for parabolic stochastic partial differential equations
Date 2017
Description We show that a large class of stochastic heat equations can be approximated by systems of interacting stochastic differential equations. We use this fact to build moment compar- ison principles for stochastic heat equations with smooth spatially homogeneous noises (SHE(1)), and then use them to approximate the solution of stochastic heat equations with spatially homogeneous noise with Riesz kernels (SHE(2)), and obtain moment comparison principles for SHE(2) as well.
Type Text
Publisher University of Utah
Subject moment comparison principles; Riesz kernel; spatially homogeneous noise; stochastic heat equations
Dissertation Name Doctor of Philosophy
Language eng
Rights Management ©Shiu-tang Li
Format Medium application/pdf
ARK ark:/87278/s6h74m0j
Setname ir_etd
ID 1345141
Reference URL https://collections.lib.utah.edu/ark:/87278/s6h74m0j
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