SPDEs with fractional noise in space: continuity in law with respect to the Hurst index
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Publication:2278665
Abstract: In this article, we consider the quasi-linear stochastic wave and heat equations on the real line and with an additive Gaussian noise which is white in time and behaves in space like a fractional Brownian motion with Hurst index . The drift term is assumed to be globally Lipschitz. We prove that the solution of each of the above equations is continuous in terms of the index , with respect to the convergence in law in the space of continuous functions.
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Cited in
(13)- SPDEs with linear multiplicative fractional noise: continuity in law with respect to the Hurst index
- Behavior with respect to the Hurst index of the Wiener Hermite integrals and application to SPDEs
- SPDEs with affine multiplicative fractional noise in space with index \(\frac{1}{4} < H < \frac{1}{2}\)
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- Long-time Hurst regularity of fractional stochastic differential equations and their ergodic means
- Parabolic Anderson model with rough initial condition: continuity in law of the solution
- On weak convergence of stochastic wave equation with colored noise on \(\mathbb{R}\)
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