Weak approximation of the complex Brownian sheet from a Lévy sheet and applications to SPDEs

DOI10.1016/J.SPA.2020.04.006zbMath1455.60051arXiv1907.08117OpenAlexW3019790804MaRDI QIDQ2196386

Juan Pablo Márquez, Lluís Quer-Sardanyons, Xavier Bardina

Publication date: 2 September 2020

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1907.08117

zbMATH Keywords

Brownian sheetstochastic heat equationweak approximationLévy sheet

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Functional limit theorems; invariance principles (60F17)

Related Items (2)

Unnamed Item ⋮ Functional large deviations for Kac-Stroock approximation to a class of Gaussian processes with application to small noise diffusions

Cites Work

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