Rescaling nonlinear noise for 1D stochastic parabolic equations

Abstract

In this paper we will show that the solution of 1D stochastic parabolic equation with additive noise converges to a martingale (independent upon space variable) when we rescale noise at the extremum points of the process.

14 pages; Minor corrections

References in corpus (1)

• Regularization by noise for stochastic Hamilton-Jacobi equations