Convergence in law for quasi-linear SPDEs

Abstract

We consider the quasi-linear stochastic wave and heat equations in $\mathbb{R}^d$ with $d\in \{1,2,3\}$ and $d\geq 1$, respectively, and perturbed by an additive Gaussian noise which is white in time and has a homogeneous spatial correlation with spectral measure $μ_n$. We allow the Fourier transform of $μ_n$ to be a genuine distribution. Let $u^n$ be the mild solution to these equations. We provide sufficient conditions on the measures $μ_n$ and the initial data to ensure that $u^n$ converges in law, in the space of continuous functions, to the solution of our equations driven by a noise with spectral measure $μ$, where $μ_n\toμ$ 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 $d=1$.