pith. sign in

arxiv: 1810.03692 · v1 · pith:FNVPWL7Jnew · submitted 2018-10-08 · 🧮 math.PR

SPDEs with fractional noise in space: continuity in law with respect to the Hurst index

classification 🧮 math.PR
keywords indexspacecontinuousequationsfractionalhurstnoiserespect
0
0 comments X
read the original abstract

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 like a fractional Brownian motion with Hurst index $H\in (0,1)$. The drift term is assumed to be globally Lipschitz. We prove that the solution of each of the above equations is continuous in terms of the index $H$, with respect to the convergence in law in the space of continuous functions.

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.