Approximation of the Stochastic Heat Equation by Interacting Diffusions

Abstract : We consider the stochastic heat equation and discuss how an analysis of the moments gives information about the solution. We next explain how to approximate the equation by a system of interacting diffusions. We get a few consequences from this approximation, one of which is comparison inequalities for moments of the stochastic heat equation with different nonlinearities. This is based on joint works with Davar Khoshnevisan and Carl Mueller and with Mohammud Foondun.