On weak convergence of stochastic heat equation with colored noise

DOI10.1016/j.spa.2016.03.006zbMath1345.60052arXiv1507.05385OpenAlexW2207773095MaRDI QIDQ737184

Pavel Bezdek

Publication date: 8 August 2016

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

Full work available at URL: https://arxiv.org/abs/1507.05385

zbMATH Keywords

weak convergencestochastic heat equationcolored noiseprobability measuresRiesz kernel

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Convergence of probability measures (60B10)

Related Items (6)

Hölder continuity for stochastic fractional heat equation with colored noise ⋮ Continuity in law for solutions of SPDES with space-time homogeneous Gaussian noise ⋮ Optimal regularity of SPDEs with additive noise ⋮ SPDEs with linear multiplicative fractional noise: continuity in law with respect to the Hurst index ⋮ Asymptotic distributions for power variations of the solution to the spatially colored stochastic heat equation ⋮ Remarks on a fractional-time stochastic equation

Cites Work

• Intermittency for the wave and heat equations with fractional noise in time
• On the chaotic character of the stochastic heat equation. II
• New results on pathwise uniqueness for the heat equation with colored noise
• A minicourse on stochastic partial differential equations. Papers based on the presentations at the minicourse, Salt Lake City, UT, USA, May 8--19, 2006.
• Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's
• The stochastic heat equation: Feynman-Kac formula and intermittence.
• A singular parabolic {A}nderson model
• Stochastic heat equation with multiplicative fractional-colored noise
• On the stochastic heat equation with spatially-colored random forcing
• Inequalities with Applications to the Weak Convergence of Random Processes with Multi-Dimensional Time Parameters
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