Publication Date:
2014-01-01
Description:
We consider a class of stochastic fractional equations driven by fractional noise ont,x∈0,T×0,1 ∂u/∂t=Dδαu+ft,x,u+∂2BHt,x/∂t ∂x, 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?0,T×0,1of continuous functions, to the solution of the stochastic fractional heat equation driven by fractional noise.
Print ISSN:
1687-9120
Electronic ISSN:
1687-9139
Topics:
Mathematics
,
Physics
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