On a space discretization scheme for the Fractional Stochastic Heat Equations

Details On a space discretization scheme for the Fractional Stochastic Heat Equations On a space discretization scheme for the Fractional Stochastic Heat Equations

2011-02-23

arxiv.org/abs/1102.4689v1

Mathematics

Probability

Scientific paper

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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