Weak convergence for the fourth-order stochastic heat equation with fractional noises

DOI10.1007/S40840-017-0457-0MaRDI QIDQ523207zbMATH OpenOpenAlexFDO

Authors Yang Yang, Junfeng Liu, Guangjun Shen

Publication date 20 April 2017

Published in Bulletin of the Malaysian Mathematical Sciences Society. Second Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s40840-017-0457-0

zbMATH Keywords

weak convergencedouble-parameter fractional noisesfourth-order stochastic heat equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integrals (60H05)

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Cites work

• scientific article; zbMATH DE number 3984248 (Why is no real title available?)
• Approximation in law to the d-parameter fractional Brownian sheet based on the functional invariance principle
• Cahn-Hilliard stochastic equation: Existence of the solution and of its density
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• Heat equations with fractional white noise potentials
• Large deviation principle for the fourth-order stochastic heat equations with fractional noises
• On a Class of Stochastic Anderson Models with Fractional Noises
• On a jump-type stochastic fractional partial differential equation with fractional noises
• REGULARIZATION OF QUASILINEAR HEAT EQUATIONS BY A FRACTIONAL NOISE
• Stochastic generalized Burgers equations driven by fractional noises
• Stochastic heat equation driven by fractional noise and local time
• The high-order SPDEs driven by multi-parameter fractional noises
• Weak approximation of the Wiener process from a Poisson process: the multidimensional parameter set case
• Weak convergence for quasilinear stochastic heat equation driven by a fractional noise with Hurst parameter \(H \in (\frac{1}{2},1)\)
• Weak convergence for the stochastic heat equation driven by Gaussian white noise
• Weak convergence to fractional brownian motion and to the rosenblatt process
• Weak convergence to the fractional Brownian sheet and other two-parameter Gaussian processes.

Cited in

(4)

• Weak convergence for the stochastic heat equation driven by Gaussian white noise
• Weak order for the discretization of the stochastic heat equation driven by impulsive noise
• Weak order for the discretization of the stochastic heat equation
• Large deviation principle for the fourth-order stochastic heat equations with fractional noises

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