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   Articles with "equation martingale" as a keyword



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Stochastic heat equation and martingale differences

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recommendations! Published in 2017 at "Communications in Statistics - Theory and Methods"

DOI: 10.1080/03610926.2015.1024866

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. read more here.

Keywords: stochastic heat; heat equation; equation martingale; martingale differences ... See more keywords