Approximations for a solution to stochastic heat equation with stable noise

DOI10.15559/16-VMSTA56MaRDI QIDQ340824zbMATH OpenFDO

Authors Larysa Pryhara, G. 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

zbMATH Keywords

stochastic heat equationapproximationsLePage seriesreal harmonizable fractional stable processstable random measure

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional processes, including fractional Brownian motion (60G22) Strong limit theorems (60F15) Random measures (60G57) Stable stochastic processes (60G52)

Abstract: We consider a Cauchy problem for stochastic heat equation driven by a real harmonizable fractional stable process $Z$ with Hurst parameter $H>1/2$ and stability index $alpha>1$. It is shown that the approximations for its solution, which are defined by truncating the LePage series for $Z$, converge to the solution.

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Cited in

(8)

• Stochastic heat equation: numerical positivity and almost surely exponential stability
• An approximation result for a quasi-linear stochastic heat equation
• Approximating the solution stochastic process of the random Cauchy one-dimensional heat model
• Stochastic comparisons for stochastic heat equation
• Wave equation with a coloured stable noise
• Stochastic heat equation and martingale differences
• 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

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