WEAK CONVERGENCE FOR QUASILINEAR STOCHASTIC HEAT EQUATION DRIVEN BY A FRACTIONAL NOISE WITH HURST PARAMETER H ∈ (½, 1)

DOI10.1142/S0219493712500244zbMath1287.60078OpenAlexW2031969157MaRDI QIDQ2841323

Youssef Ouknine, Tarik El Mellali

Publication date: 24 July 2013

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219493712500244

zbMATH Keywords

weak convergencestochastic heat equationfractional noise

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Self-similar stochastic processes (60G18) Convergence of probability measures (60B10)

Related Items (2)

Stochastic heat equation and martingale differences ⋮ Weak convergence for the fourth-order stochastic heat equation with fractional noises

Cites Work

• Weak convergence for the stochastic heat equation driven by Gaussian white noise
• Approximations of fractional Brownian motion
• Stochastic analysis of the fractional Brownian motion
• Weak convergence to the fractional Brownian sheet and other two-parameter Gaussian processes.
• Weak approximation of the Brownian sheet from a Poisson process in the plane
• Approximation and support theorem in Hölder norm for parabolic stochastic partial differential equations
• Stochastic integration with respect to the fractional Brownian motion
• Fractional Brownian Motions, Fractional Noises and Applications
• REGULARIZATION OF QUASILINEAR HEAT EQUATIONS BY A FRACTIONAL NOISE

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