Weak Convergence for a Class of Stochastic Fractional Equations Driven by Fractional Noise

Xichao Sun and Junfeng Liu

Advances in Mathematical Physics, 2014, vol. 2014, 1-10

Abstract:

We consider a class of stochastic fractional equations driven by fractional noise on , with Dirichlet boundary conditions. We formally replace the random perturbation by a family of sequences based on Kac-Stroock processes in the plane, which approximate the fractional noise in some sense. Under some conditions, we show that the real-valued mild solution of the stochastic fractional heat equation perturbed by this family of noises converges in law, in the space of continuous functions, to the solution of the stochastic fractional heat equation driven by fractional noise.

Date: 2014
References: Add references at CitEc
Citations:

Downloads: (external link)
http://downloads.hindawi.com/journals/AMP/2014/479873.pdf (application/pdf)
http://downloads.hindawi.com/journals/AMP/2014/479873.xml (text/xml)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlamp:479873

DOI: 10.1155/2014/479873

Access Statistics for this article

More articles in Advances in Mathematical Physics from Hindawi
Bibliographic data for series maintained by Mohamed Abdelhakeem ().