Approximations for a solution to stochastic heat equation with stable noise

preprint2016arXivOpen access

Abstract

We consider a Cauchy problem for stochastic heat equation driven by a real harmonizable fractional stable process ZZ with Hurst parameter H>1/2H>1/2 and stability index α>1α>1. It is shown that the approximations for its solution, which are defined by truncating the LePage series for ZZ, converge to the solution.

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