Approximations for a solution to stochastic heat equation with stable noise
From MaRDI portal
Publication:340824
DOI10.15559/16-VMSTA56zbMath1352.60091arXiv1607.03610MaRDI QIDQ340824
Larysa Pryhara, Georgiy M. Shevchenko
Publication date: 15 November 2016
Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1607.03610
approximationsstochastic heat equationLePage seriesreal harmonizable fractional stable processstable random measure
Fractional processes, including fractional Brownian motion (60G22) Strong limit theorems (60F15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random measures (60G57) Stable stochastic processes (60G52)
Related Items
Wave equation with a coloured stable noise, Approximation of the solution to the parabolic equation driven by stochastic measure, Mild solution of the parabolic equation driven by a $\sigma $-finite stochastic measure
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Real harmonizable multifractional stable process and its local properties
- The stochastic wave equation with fractional noise: a random field approach
- Gaussian estimates for the density of the non-linear stochastic heat equation in any space dimension
- Hölder continuity of sample paths of some self-similar stable processes
- Stochastic heat equation with multiplicative fractional-colored noise
- The 1-d stochastic wave equation driven by a fractional Brownian sheet
- The Stochastic Heat Equation Driven by a Gaussian Noise: germ Markov Property
- Properties of integrals with respect to a general stochastic measure in a stochastic heat equation
- Mild solution of the heat equation with a general stochastic measure
- The heat equation with random initial conditions from Orlicz spaces
- The Cauchy problem for the heat equation with a random right side