Weak Convergence for a Class of Stochastic Fractional Equations Driven by Fractional Noise
Joint Authors
Source
Advances in Mathematical Physics
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-10, 10 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-02-12
Country of Publication
Egypt
No. of Pages
10
Main Subjects
Abstract EN
We consider a class of stochastic fractional equations driven by fractional noise on t,x∈0,T×0,1 ∂u/∂t=Dδαu+ft,x,u+∂2BHt,x/∂t ∂x, with Dirichlet boundary conditions.
We formally replace the random perturbation by a family of sequences based on Kac-Stroock processes in the plane, which approximate the fractional noise in some sense.
Under some conditions, we show that the real-valued mild solution of the stochastic fractional heat equation perturbed by this family of noises converges in law, in the space ?0,T×0,1 of continuous functions, to the solution of the stochastic fractional heat equation driven by fractional noise.
American Psychological Association (APA)
Sun, Xichao& Liu, Jun-feng. 2014. Weak Convergence for a Class of Stochastic Fractional Equations Driven by Fractional Noise. Advances in Mathematical Physics،Vol. 2014, no. 2014, pp.1-10.
https://search.emarefa.net/detail/BIM-474851
Modern Language Association (MLA)
Sun, Xichao& Liu, Jun-feng. Weak Convergence for a Class of Stochastic Fractional Equations Driven by Fractional Noise. Advances in Mathematical Physics No. 2014 (2014), pp.1-10.
https://search.emarefa.net/detail/BIM-474851
American Medical Association (AMA)
Sun, Xichao& Liu, Jun-feng. Weak Convergence for a Class of Stochastic Fractional Equations Driven by Fractional Noise. Advances in Mathematical Physics. 2014. Vol. 2014, no. 2014, pp.1-10.
https://search.emarefa.net/detail/BIM-474851
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-474851