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

DOI10.1016/J.SPA.2020.04.006zbMATH Open1455.60051arXiv1907.08117OpenAlexW3019790804MaRDI QIDQ2196386FDOQ2196386

Authors: Xavier Bardina, Juan Pablo Márquez, Lluís Quer-Sardanyons 

Publication date: 2 September 2020

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

Abstract: We consider a L'evy process in the plane and we use it to construct a family of complex-valued random fields that we show to converge in law, in the space of continuous functions, to a complex Brownian sheet. We apply this result to obtain weak approximations of the random field solution to a semilinear one-dimensional stochastic heat equation driven by the space-time white noise.

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

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zbMATH Keywords

stochastic heat equationweak approximationBrownian sheetLévy sheet

Mathematics Subject Classification ID

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

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Cited In (4)

• Title not available (Why is that?)
• Approximations of a complex Brownian motion by processes constructed from a Lévy process
• Weak approximation of the fractional Brownian sheet from random walks
• Functional large deviations for Kac-Stroock approximation to a class of Gaussian processes with application to small noise diffusions

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