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Document type:
Zeitungsartikel 
Author(s):
Delerue, Thomas 
Title:
Normal approximation of the solution to the stochastic wave equation with Lévy noise 
Abstract:
For a sequence $\dot{L}^{\eps}$ of Lévy noises with variance $\si^2(\eps)$, we prove the Gaussian approximation of the solution $u^{\eps}$ to the stochastic wave equation driven by $\si^{-1}(\eps) \dot{L}^{\eps}$ and thus extend the result of C. Chong and T. Delerue [Stoch. Partial Differ. Equ. Anal. Comput. (2019)] to the class of hyperbolic stochastic PDEs. That is, we find a necessary and sufficient condition in terms of $\si^2(\eps)$ for $u^{\eps}$ to converge in law to the solution to the s...    »
 
Keywords:
càdlàg modification, distribution-valued process, functional convergence in law, Hermite functions, Lévy space--time white noise, martingale problems, Skorokhod representation, Skorokhod topology, small jump approximation, stochastic PDEs, strong martingale, weak limit theorems 
Dewey Decimal Classification:
510 Mathematik 
Journal title:
Preprint 
Year:
2019 
Year / month:
2019-11 
Quarter:
4. Quartal 
Month:
Nov 
Pages contribution:
28 
WWW:
_blank 
Status:
Preprint / submitted 
TUM Institution:
Lehrstuhl für Mathematische Statistik 
Format:
Text