Approximations for a solution to stochastic heat equation with stable noise
Volume 3, Issue 2 (2016), pp. 133–144
Pub. online: 30 June 2016
Type: Research Article
Open Access
Open Access
Received
25 April 2016
25 April 2016
Revised
15 June 2016
15 June 2016
Accepted
15 June 2016
15 June 2016
Published
30 June 2016
30 June 2016
Abstract
We consider a Cauchy problem for stochastic heat equation driven by a real harmonizable fractional stable process Z with Hurst parameter $H>1/2$ and stability index $\alpha >1$. It is shown that the approximations for its solution, which are defined by truncating the LePage series for Z, converge to the solution.
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