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arXiv · 1102.4689

On a space discretization scheme for the Fractional Stochastic Heat Equations

Latifa Debbi·Marco Dozzi
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Abstract

In this work, we introduce a new discretization to the fractional Laplacian and use it to elaborate an approximation scheme for fractional heat equations perturbed by a multiplicative cylindrical white noise. In particular, we estimate the rate of convergence.

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Latifa Debbi, Marco Dozzi. 2011-02-23. On a space discretization scheme for the Fractional Stochastic Heat Equations. https://arxiv.org/abs/1102.4689

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