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arxiv: 1102.4689 · v1 · pith:T734K5A4new · submitted 2011-02-23 · 🧮 math.PR

On a space discretization scheme for the Fractional Stochastic Heat Equations

classification 🧮 math.PR
keywords fractionaldiscretizationequationsheatschemeapproximationconvergencecylindrical
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In this work, we introduce a new discretization to the fractional Laplacian and use it to elaborate an approximation scheme for fractional heat equations perturbed by a multiplicative cylindrical white noise. In particular, we estimate the rate of convergence.

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