Weak approximation of the complex Brownian sheet from a Lévy sheet and applications to SPDEs
We consider a Lévy process in the plane and we use it to construct a family of complex-valued random fields that we show to converge in law, in the space of continuous functions, to a complex Brownian sheet. We apply this result to obtain weak approximations of the random field solution to a semilin...
| Autores: | , , |
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| Tipo de recurso: | artículo |
| Fecha de publicación: | 2020 |
| País: | España |
| Institución: | Universitat Autònoma de Barcelona |
| Repositorio: | Dipòsit Digital de Documents de la UAB |
| Idioma: | inglés |
| OAI Identifier: | oai:ddd.uab.cat:274609 |
| Acceso en línea: | https://ddd.uab.cat/record/274609 https://dx.doi.org/urn:doi:10.1016/j.spa.2020.04.006 |
| Access Level: | acceso abierto |
| Palabra clave: | Brownian sheet Lévy sheet Stochastic heat equation Weak approximation |
| Sumario: | We consider a Lévy process in the plane and we use it to construct a family of complex-valued random fields that we show to converge in law, in the space of continuous functions, to a complex Brownian sheet. We apply this result to obtain weak approximations of the random field solution to a semilinear one-dimensional stochastic heat equation driven by the space-time white noise. |
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