Projects per year
Abstract
In this article, we consider the onedimensional stochastic wave and heat equations driven by a linear multiplicative Gaussian noise which is white in time and behaves in space like a fractional Brownian motion with Hurst index [Formula presented]. We prove that the solution of each of the above equations is continuous in terms of the index H, with respect to the convergence in law in the space of continuous functions. The proof is based on a tightness criterion on the plane and Malliavin calculus techniques in order to identify the limit law.
Original language  English 

Pages (fromto)  73967430 
Number of pages  35 
Journal  Stochastic Processes and their Applications 
Volume  130 
Issue number  12 
Publication status  Published  Dec 2020 
Keywords
 Fractional noise
 Stochastic heat equation
 Stochastic wave equation
 Weak convergence
 Wiener Chaos expansion
Fingerprint
Dive into the research topics of 'SPDEs with linear multiplicative fractional noise: Continuity in law with respect to the Hurst index'. Together they form a unique fingerprint.Projects
 1 Finished

Modelos estocásticos y aplicaciones
Bardina Simorra, X. (Principal Investigator), Rovira Escofet, C. (Principal Investigator 2), Delgado de la Torre, R. (Investigator), Jolis Gimenez, M. (Investigator), Márquez Carreras, D. (Investigator), Quer Sardanyons, L. A. (Investigator) & Binotto ., G. (Collaborator)
Spanish Ministry of Science and Innovation
1/01/19 → 30/09/22
Project: Research Projects and Other Grants