Investigation demonstrates convergence in law of quasi-linear SPDEs under Gaussian noise, suggesting broader applications.
We consider the quasi-linear stochastic wave and heat equations in Rᵈ R d with d∈ \1,2,3\ d ∈ { 1 , 2 , 3 } and d≥ 1 d ≥ 1 , respectively, and perturbed by an additive Gaussian noise which is white in time and has a homogeneous spatial correlation with spectral measure μ ₙ μ n . We allow the Fourier transform of μ ₙ μ n to be a genuine distribution. Let uⁿ u n be the mild solution to these equations. We provide sufficient conditions on the measures μ ₙ μ n and the initial data to ensure that uⁿ u n converges in law, in the space of continuous functions, to the solution of our equations driven by a noise with spectral measure μ μ , where μ ₙ→ μ μ n → μ in some sense. We apply our main result to various types of noises, such as the anisotropic fractional noise. We also show that we cover existing results in the literature, such as the case of Riesz kernels and the fractional noise with $$d=1$$ d = 1 .
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Jolis et al. (2026) studied this question.
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