On a space discretization scheme for the Fractional Stochastic Heat Equations

2011/02/23 by Debbi, Latifa, Dozzi, Marco
#26A33 #35A35 #35R11 #60H15 #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1102.4689

Abstract

In this work, we introduce a new discretization to the fractional Laplacian and use it to elaborate an approximation scheme for fractional heat equations perturbed by a multiplicative cylindrical white noise. In particular, we estimate the rate of convergence.

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