Approximations for a solution to stochastic heat equation with stable noise

DOI10.15559/16-VMSTA56zbMath1352.60091arXiv1607.03610MaRDI QIDQ340824

Larysa Pryhara, Georgiy 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

approximationsstochastic heat equationLePage seriesreal harmonizable fractional stable processstable random measure

Mathematics Subject Classification ID

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

Related Items (3)

Wave equation with a coloured stable noise ⋮ 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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• The heat equation with random initial conditions from Orlicz spaces
• The Cauchy problem for the heat equation with a random right side

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