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Titel:

Normal approximation of the solution to the stochastic heat equation with Lévy noise

Dokumenttyp:
Zeitungsartikel
Autor(en):
Chong, C.; Delerue, T.
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:
Stochastics and Partial Differential Equations: Analysis and Computations
Jahr:
2020
Band / Volume:
8
Jahr / Monat:
2020-06
Quartal:
2. Quartal
Monat:
Jun
Heft / Issue:
2
Seitenangaben Beitrag:
362-401
Sprache:
en
WWW:
Springer
Verlag / Institution:
Springer
Print-ISSN:
2194-0401
E-ISSN:
2194-041X
Status:
Verlagsversion / published
Eingereicht (bei Zeitschrift):
30.11.2018
Publikationsdatum:
01.06.2020
TUM Einrichtung:
Lehrstuhl für Mathematische Statistik
Format:
Text
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