Approximations for a solution to stochastic heat equation with stable noise
classification
🧮 math.PR
keywords
solutionapproximationsequationheatstablestochasticalphacauchy
read the original 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.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.