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Stochastic heat equation and martingale differences

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ABSTRACT We prove an approximation in law of the real-valued mild solution for a class of semilinear stochastic heat equation driven by an additive fractional noise using martingale differences under… Click to show full abstract

ABSTRACT We prove an approximation in law of the real-valued mild solution for a class of semilinear stochastic heat equation driven by an additive fractional noise using martingale differences under suitable assumptions.

Keywords: stochastic heat; heat equation; equation martingale; martingale differences

Journal Title: Communications in Statistics - Theory and Methods
Year Published: 2017

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