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arXiv · 1607.03610

Approximations for a solution to stochastic heat equation with stable noise

Larysa Pryhara·Georgiy Shevchenko
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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.

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Larysa Pryhara, Georgiy Shevchenko. 2016-07-13. Approximations for a solution to stochastic heat equation with stable noise. https://doi.org/10.15559/16-vmsta56

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