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

DOI10.3150/19-BEJ1128zbMath1433.60054arXiv1810.03692OpenAlexW2989869931MaRDI QIDQ2278665

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

Publication date: 5 December 2019

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.03692

zbMATH Keywords

weak convergencestochastic heat equationfractional noisestochastic wave equation

Mathematics Subject Classification ID

White noise theory (60H40) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (5)

Continuity in law for solutions of SPDES with space-time homogeneous Gaussian noise ⋮ Continuity with respect to the Hurst parameter of solutions to stochastic evolution equations driven by \(H\)-valued fractional Brownian motion ⋮ Lipschitz continuity in the Hurst index of the solutions of fractional stochastic volterra integro-differential equations ⋮ SPDEs with linear multiplicative fractional noise: continuity in law with respect to the Hurst index ⋮ A note on the continuity in the hurst index of the solution of rough differential equations driven by a fractional brownian motion

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