Weak approximation of the complex Brownian sheet from a Lévy sheet and applications to SPDEs

Xavier Bardina, Juan Pablo Márquez, Lluís Quer-Sardanyons*

*Autor corresponent d’aquest treball

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1 Descàrregues (Pure)

Resum

We consider a Lévy 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.

Idioma originalAnglès
Pàgines (de-a)5735-5767
Nombre de pàgines33
RevistaStochastic Processes and their Applications
Volum130
Número9
Estat de la publicacióPublicada - de set. 2020

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