Normal approximation of the solution to the stochastic heat equation with Lévy noise
Author:
Funder
Deutsche Forschungsgemeinschaft
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Modeling and Simulation,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s40072-019-00148-4.pdf
Reference27 articles.
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3. Bally, V., Millet, A., Sanz-Solé, M.: Approximation and support theorem in Hölder norm for parabolic stochastic partial differential equations. Ann. Probab. 23(1), 178–222 (1995)
4. Bardina, X., Jolis, M., Quer-Sardanyons, L.: Weak convergence for the stochastic heat equation driven by Gaussian white noise. Electron. J. Probab. 15(1), 1267–1295 (2010)
5. Chen, B., Chong, C., Klüppelberg, C.: Simulation of stochastic Volterra equations driven by space-time Lévy noise. In: Podolskij, M., Stelzer, R., Thorbjørnsen, S., Veraart, A.E.D. (eds.) The Fascination of Probability, Statistics and Their Applications, pp. 209–229. Springer, Cham (2016)
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