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math.PR2019
SPDEs with linear multiplicative fractional noise: continuity in law with respect to the Hurst index
Luca M. Giordano, Maria Jolis, Lluís Quer-Sardanyons
In this article, we consider the one-dimensional stochastic wave and heat equations driven by a linear multiplicative Gaussian noise which is white in time and behaves in space lik…
math.PR2018
SPDEs with fractional noise in space: continuity in law with respect to the Hurst index
Luca M. Giordano, Maria Jolis, Lluís Quer-Sardanyons
In this article, we consider the quasi-linear stochastic wave and heat equations on the real line and with an additive Gaussian noise which is white in time and behaves in space li…