Approximations for a solution to stochastic heat equation with stable noise
Open Access
- 30 June 2016
- journal article
- Published by VTeX in Modern Stochastics: Theory and Applications
- Vol. 3 (2), 133-144
- https://doi.org/10.15559/16-vmsta56
Abstract
We consider a Cauchy problem for stochastic heat equation driven by a real harmonizable fractional stable process $Z$ with Hurst parameter $H>1/2$ and stability index $\alpha>1$. It is shown that the approximations for its solution, which are defined by truncating the LePage series for $Z$, converge to the solution.