On the small mass limit of stochastic wave equation driven by cylindrical stable process
Abstract
In this paper, we explore the small mass limit of a stochastic wave equation (SWE) driven by cylindrical [Formula: see text]-stable noise, where [Formula: see text], and prove that it converges to a stochastic heat equation. Using a splitting technique, we decompose the velocity component into three parts, which gives convenience to the moment estimate. We show the tightness of solution of SWE in [Formula: see text] topology. After these preparation, we pass the limit and derive the approximation equation.
Fields of Study & Subjects
Stochastic processes and financial applications
Advanced Mathematical Physics Problems
Stability and Controllability of Differential Equations
Publication details
- Journal / source
- Stochastics and Dynamics
- Publisher
- World Scientific Pub Co Pte Ltd
- Publication date
- 29 August 2026
- Language
- EN