arXiv Analytics

Sign in

arXiv:1607.03610 [math.PR]AbstractReferencesReviewsResources

Approximations for a solution to stochastic heat equation with stable noise

Larysa Pryhara, Georgiy Shevchenko

Published 2016-07-13Version 1

We consider a Cauchy problem for stochastic heat equation driven by a real harmonizable fractional stable process $Z$ with Hurst parameter $H>1/2$ and stability index $\alpha>1$. It is shown that the approximations for its solution, which are defined by truncating the LePage series for $Z$, converge to the solution.

Comments: Published at http://dx.doi.org/10.15559/16-VMSTA56 in the Modern Stochastics: Theory and Applications (https://www.i-journals.org/vtxpp/VMSTA) by VTeX (http://www.vtex.lt/)
Journal: Modern Stochastics: Theory and Applications 2016, Vol. 3, No. 2, 133-144
Categories: math.PR
Related articles: Most relevant | Search more
arXiv:0704.1824 [math.PR] (Published 2007-04-13)
Stochastic Heat Equation Driven by Fractional Noise and Local Time
arXiv:1910.04934 [math.PR] (Published 2019-10-11)
Transportation inequalities under uniform metric for a stochastic heat equation driven by time-white and space-colored noise
arXiv:1810.04212 [math.PR] (Published 2018-10-09)
Quenched asymptotics for a 1-d stochastic heat equation driven by a rough spatial noise