Approximations for a solution to stochastic heat equation with stable noise

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.

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/)

References in corpus (1)

• The Stochastic Heat Equation Driven by a Gaussian Noise: germ Markov Property