Ralf Manthey
Abstract
Abstract We show under which conditions the solution of the heat equation with a two‐parameter white GAUSSian noise can be approximated by solutions of this equation with physically real GAUSSian noise.
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Abstract We show under which conditions the solution of the heat equation with a two‐parameter white GAUSSian noise can be approximated by solutions of this equation with physically real GAUSSian noise.
Key concepts: Heat equation, Mathematics, White noise, Gaussian noise, Additive white Gaussian noise, Convergence (economics), Noise (video), Mathematical analysis