Dokumenttyp:
Zeitungsartikel
Autor(en):
Delerue, Thomas
Titel:
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...    »

Stichworte:
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 Dezimalklassifikation:
510 Mathematik
Zeitschriftentitel:
Preprint
Jahr:
2019
Jahr / Monat:
2019-11
Quartal:
4. Quartal
Monat:
Nov
Seitenangaben Beitrag:
28
WWW:
_blank
Status:
Preprint / submitted
TUM Einrichtung:
Lehrstuhl für Mathematische Statistik
Format:
Text