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 Electronic Journal of Probability > Vol. 15(2010) > Paper 39 open journal systems 


Weak convergence for the stochastic heat equation driven by Gaussian white noise

Xavier Bardina, Universitat Autònoma de Barcelona
Maria Jolis, Universitat Autònoma de Barcelona
Lluís Quer-Sardanyons, Universitat Autònoma de Barcelona


Abstract
In this paper, we consider a quasi-linear stochastic heat equation with spatial dimension one, with Dirichlet boundary conditions and controlled by the space-time white noise. We formally replace the random perturbation by a family of noisy inputs depending on a parameter that approximate the white noise in some sense. Then, we provide sufficient conditions ensuring that the real-valued mild solution of the SPDE perturbed by this family of noises converges in law, in the space of continuous functions, to the solution of the white noise driven SPDE. Making use of a suitable continuous functional of the stochastic convolution term, we show that it suffices to tackle the linear problem. For this, we prove that the corresponding family of laws is tight and we identify the limit law by showing the convergence of the finite dimensional distributions. We have also considered two particular families of noises to that our result applies. The first one involves a Poisson process in the plane and has been motivated by a one-dimensional result of Stroock. The second one is constructed in terms of the kernels associated to the extension of Donsker's theorem to the plane.


Full text: PDF

Pages: 1267-1295

Published on: August 9, 2010
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Electronic Journal of Probability. ISSN: 1083-6489