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arxiv: 1607.03610 · v1 · pith:PVGKTTCYnew · submitted 2016-07-13 · 🧮 math.PR

Approximations for a solution to stochastic heat equation with stable noise

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keywords solutionapproximationsequationheatstablestochasticalphacauchy
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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.

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