Weak approximation of the complex Brownian sheet from a L\\'evy sheet and\n applications to SPDEs Article Swipe
Related Concepts
Brownian motion
Mathematics
White noise
Random field
Space (punctuation)
Brownian noise
Plane (geometry)
Heat equation
Mathematical analysis
Statistical physics
Physics
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Geometry
Statistics
Operating system
Xavier Bardina
,
Juan Pablo Márquez
,
Lluís Quer-Sardanyons
·
YOU?
·
· 2019
· Open Access
·
· DOI: https://doi.org/10.48550/arxiv.1907.08117
· OA: W4288280977
YOU?
·
· 2019
· Open Access
·
· DOI: https://doi.org/10.48550/arxiv.1907.08117
· OA: W4288280977
We consider a L\\'evy process in the plane and we use it to construct a family\nof complex-valued random fields that we show to converge in law, in the space\nof continuous functions, to a complex Brownian sheet. We apply this result to\nobtain weak approximations of the random field solution to a semilinear\none-dimensional stochastic heat equation driven by the space-time white noise.\n
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