SPDEs with linear multiplicative fractional noise: continuity in law with respect to the Hurst index

DOI10.1016/j.spa.2020.08.001zbMath1462.60003arXiv1911.12264OpenAlexW3049576299MaRDI QIDQ2229691

Lluís Quer-Sardanyons, Maria Jolis, Luca M. Giordano

Publication date: 18 February 2021

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1911.12264

zbMATH Keywords

weak convergencestochastic heat equationfractional noisestochastic wave equationWiener chaos expansion

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) White noise theory (60H40) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Convergence of probability measures (60B10)

Related Items

Continuity in law for solutions of SPDES with space-time homogeneous Gaussian noise

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