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Approximations for a solution to stochastic heat equation with stable noise
Volume 3, Issue 2 (2016), pp. 133–144
Larysa Pryhara   Georgiy Shevchenko  

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https://doi.org/10.15559/16-VMSTA56
Pub. online: 30 June 2016      Type: Research Article      Open accessOpen Access

Received
25 April 2016
Revised
15 June 2016
Accepted
15 June 2016
Published
30 June 2016

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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Keywords
Heat equation real harmonizable fractional stable process LePage series stable random measure general stochastic measure

MSC2010
60H15 60G22 60G52

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