Scaling limits and fluctuations of discrete stochastic PDEs
In this talk, we will discuss central limit types of results for discrete approximations of (linear) stochastic PDEs driven by random walks either on random environment or with heavy-tails. Furthermore, we will study couplings between the discrete and continuous stochastic PDEs that allow us to find a non-trivial fluctuations around the limiting field. Finally, we will discuss extensions to non-linear SPDEs. This is based on joint works with Wioletta Ruszel (Utrecht University) and Milton Jara (IMPA).
Area: IS12 - Random surfaces (Alessandra Cipriani)
Keywords: SPDE, Gaussian Fields, Long-range
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