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.

SPDEs with fractional noise in space: Continuity in law with respect to the Hurst index / L.M. Giordano, M. Jolis, L. Quer-Sardanyons. - In: BERNOULLI. - ISSN 1350-7265. - 26:1(2020 Feb), pp. 352-386. [10.3150/19-BEJ1128]

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

L.M. Giordano
Primo
;
2020

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 ∈ (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.
Fractional noise; Stochastic heat equation; Stochastic wave equation; Weak convergence;
Settore MAT/06 - Probabilita' e Statistica Matematica
feb-2020
https://projecteuclid.org/journals/bernoulli/volume-26/issue-1/SPDEs-with-fractional-noise-in-space--Continuity-in-law/10.3150/19-BEJ1128.full
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2434/906436
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