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

DOI10.1016/J.SPA.2020.04.006MaRDI QIDQ2196386zbMATHOpenAlexFDO

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)

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

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)

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.

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Cited in

(4)

• Approximations of a complex Brownian motion by processes constructed from a Lévy process
• scientific article; zbMATH DE number 1494238 (Why is no real title available?)
• 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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