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.
Authors
- Wei Wang (ORCID: https://orcid.org/0000-0001-9223-6472)
- Xueru Liu
Institutions
- Twitter (United States) (US)
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
Funders
- National Natural Science Foundation of China