Approximations for a solution to stochastic heat equation with stable noise
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, conve...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
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VTeX
2016-06-01
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| Series: | Modern Stochastics: Theory and Applications |
| Subjects: | |
| Online Access: | https://vmsta.vtex.vmt/doi/10.15559/16-VMSTA56 |
| Summary: | 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. |
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| ISSN: | 2351-6046 2351-6054 |