Approximations for a solution to stochastic heat equation with stable noise

Larysa Pryhara; Georgiy Shevchenko

doi:10.15559/16-VMSTA56

Approximations for a solution to stochastic heat equation with stable noise

Probability 2016-07-14 v1

Authors: Larysa Pryhara , Georgiy Shevchenko

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Abstract

We consider a Cauchy problem for stochastic heat equation driven by a real harmonizable fractional stable process $Z$ with Hurst parameter $H>1/2$ and stability index $\alpha>1$ . It is shown that the approximations for its solution, which are defined by truncating the LePage series for $Z$ , converge to the solution.

Keywords

stochastic partial differential equations heat equation cauchy problem

Cite

@article{arxiv.1607.03610,
  title  = {Approximations for a solution to stochastic heat equation with stable noise},
  author = {Larysa Pryhara and Georgiy Shevchenko},
  journal= {arXiv preprint arXiv:1607.03610},
  year   = {2016}
}

Comments

Published at http://dx.doi.org/10.15559/16-VMSTA56 in the Modern Stochastics: Theory and Applications (https://www.i-journals.org/vtxpp/VMSTA) by VTeX (http://www.vtex.lt/)

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