Weak approximation of the complex Brownian sheet from a Lévy sheet and applications to SPDEs
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DOI: 10.1016/j.spa.2020.04.006
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… read more here.
Keywords: approximation complex; weak approximation; brownian sheet; sheet sheet ... See more keywords
On a mixed fractional Burgers type equation with polynomial nonlinearity and perturbed by fractional Brownian sheet
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DOI: 10.1080/07362994.2020.1820348
Abstract: Abstract In this paper, we discuss a class of stochastic nonlinear partial differential equation of Burgers type driven by pseudo differential operator for and fractional Brownian sheet. The existence and uniqueness of an Lp-valued (local)… read more here.
Keywords: fractional brownian; mixed fractional; brownian sheet; equation ... See more keywords