文章基本信息

标题：Weak Convergence for a Class of Stochastic Fractional Equations Driven by Fractional Noise
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作者：Xichao Sun ; Junfeng Liu
期刊名称：Advances in Mathematical Physics
印刷版ISSN：1687-9120
电子版ISSN：1687-9139
出版年度：2014
卷号：2014
DOI：10.1155/2014/479873
出版社：Hindawi Publishing Corporation
摘要：We consider a class of stochastic fractional equations driven by fractional noise on , with Dirichlet boundary conditions. We formally replace the random perturbation by a family of sequences based on Kac-Stroock processes in the plane, which approximate the fractional noise in some sense. Under some conditions, we show that the real-valued mild solution of the stochastic fractional heat equation perturbed by this family of noises converges in law, in the space of continuous functions, to the solution of the stochastic fractional heat equation driven by fractional noise.