Alghamdi, Maha Mosaad A., Leonenko, Nikolai  ORCID: https://orcid.org/0000-0003-1932-4091 and Olenko, Andriy
2025.
Multiscaling limit theorems for stochastic FPDE with cyclic long-range dependence.
Brazilian Journal of Probability and Statistics
39
(2)
, pp. 226-247.
10.1214/25-BJPS633
|
Preview |
PDF
- Accepted Post-Print Version
Available under License Creative Commons Attribution. Download (791kB) | Preview |
Abstract
The paper studies solutions of stochastic partial differential equations with random initial conditions. First, it overviews some of the known results on scaled solutions of such equations and provides several explicit motivating examples. Then, it proves multiscaling limit theorems for renormalized solutions for the case of initial conditions subordinated to random processes with cyclic long-range dependence. Two cases of stochastic partial differential equations are examined. The spectral and covariance representations for the corresponding limit random fields are derived. Additionally, it is discussed why analogous results are not valid for subordinated cases with Hermite ranks greater than 1. Numerical examples that illustrate the obtained theoretical results are presented.
| Item Type: | Article |
|---|---|
| Date Type: | Publication |
| Status: | Published |
| Schools: | Schools > Mathematics |
| Publisher: | Brazilian Statistical Society |
| ISSN: | 0103-0752 |
| Date of First Compliant Deposit: | 26 May 2025 |
| Date of Acceptance: | 26 May 2025 |
| Last Modified: | 24 Sep 2025 15:00 |
| URI: | https://orca.cardiff.ac.uk/id/eprint/178505 |
Actions (repository staff only)
 |
Edit Item |
Dimensions
Dimensions