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Dokumenttyp:
Zeitungsartikel 
Autor(en):
Chong, C. and Delerue, T. 
Titel:
Normal approximation of the solution to the stochastic heat equation with Lévy noise 
Abstract:
Given a sequence of Lévy noises, we derive necessary and sufficient conditions in terms of their variances such that the solution to the stochastic heat equation driven by the normalized Lévy noise converges in law to the solution to the same equation with Gaussian noise. Our results apply to both equations with additive and multiplicative noise and hence lift the findings of S. Asmussen and J. Rosiński [J. Appl. Probab. 38 (2001) 482-493] and S. Cohen and J. Rosiński [Bernoulli 13 (2007) 195-...    »
 
Stichworte:
càdlàg modification, convergence of semimartingale characteristics, functional convergence in law, Lévy space--time white noise, martingale problems, Skorokhod representation theorem, small jump approximation, Sobolev spaces of negative order, stochastic PDEs, weak limit theorems 
Dewey Dezimalklassifikation:
510 Mathematik 
Zeitschriftentitel:
Preprint 
Jahr:
2018 
Jahr / Monat:
2018-12 
Quartal:
4. Quartal 
Monat:
Dec 
WWW:
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Status:
Preprint / submitted 
TUM Einrichtung:
Lehrstuhl für Mathematische Statistik 
Format:
Text