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

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(Universitat Autònoma de Barcelona. Departament de Matemàtiques)
Quer i Sardanyons, Lluís

(Universitat Autònoma de Barcelona. Departament de Matemàtiques)

Data:	2020
Resum:	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 ∈ (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.
Ajuts:	Ministerio de Economía y Competitividad MTM2015-67802P
Drets:	Tots els drets reservats.
Llengua:	Anglès
Document:	Article ; recerca ; Versió publicada
Matèria:	Fractional noise ; Stochastic heat equation ; Stochastic wave equation ; Weak convergence
Publicat a:	Bernoulli, Vol. 26, Issue 1 (February 2020) , p. 352-386, ISSN 1350-7265

$SPDEs with fractional noise in space$

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Registre creat el 2023-05-10, darrera modificació el 2023-06-01