Photo from wikipedia
We consider a L\'evy 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… Click to show full abstract
We consider a L\'evy 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.
Keywords:
approximation complex;
weak approximation;
brownian sheet;
sheet sheet;
sheet;
complex brownian
Journal Title: Stochastic Processes and their Applications
Year Published: 2020
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!
Journal Title: Stochastic Processes and their Applications
Year Published: 2020
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!