On the small mass limit of stochastic wave equation driven by cylindrical stable process

We explore the small mass limit of a stochastic wave equation (SWE) driven by cylindrical α-stable noise, where α ∈ (1, 2), 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 SM 1 topology. After these preparation, we pass the limit and derive the approximation equation.

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Publication Details

Journal
Stochastics and Dynamics
Published
2026-08-28
DOI
https://doi.org/10.1142/s0219493726500231
Primary Topic
Stochastic processes and financial applications
Type
article
Field-Weighted Citation Impact
0.00

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article

On the small mass limit of stochastic wave equation driven by cylindrical stable process

Wei Wang, Xueru Liu
Stochastics and Dynamics
Stochastic processes and financial applications
article

On the small mass limit of stochastic wave equation driven by cylindrical stable process

Wei Wang, Xueru Liu
article en

Abstract

We explore the small mass limit of a stochastic wave equation (SWE) driven by cylindrical α-stable noise, where α ∈ (1, 2), 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 SM 1 topology. After these preparation, we pass the limit and derive the approximation equation.

Stochastics and Dynamics
Twitter (United States) (US)
National Natural Science Foundation of China
Openalex Percentile: Top 97%
Stochastic processes and financial applications
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