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SPDEs with linear multiplicative fractional noise: Continuity in law with respect to the Hurst index
Institution:1. School of Economics, Nanjing University of Finance and Economics, Nanjing, Jiangsu 210023, China;2. CAS Wu Wen-Tsun Key Laboratory of Mathematics, School of Mathematical Sciences, University of Science and Technology of China, Hefei, Anhui 230026, China;1. Department of Mathematics, Southern University of Science and Technology, Shenzhen, China;2. School of Mathematics and Information Science, North Minzu University, Yinchuan, China;1. Department of Mathematics, Faculty of Science, University of Ha''il, Saudi Arabia;2. Department of Mathematics, Faculty of Science, Mansoura University, Egypt;3. Institut für Mathematik, Universität Augsburg, Germany;1. LSEC, ICMSEC, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100190, China;2. Department of Mathematics, The Hong Kong University of Science and Technology, Clear Water Bay, Kowloon, Hong Kong
Abstract:
Keywords:Fractional noise  Stochastic heat equation  Stochastic wave equation  Weak convergence  Wiener Chaos expansion
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