P. R. Stinga

I. Gyöngy, P. R. Stinga

In this paper we show that the rate of convergence of Wong-Zakai approximations for stochastic partial differential equations driven by Wiener processes is essentially the same as the rate of convergence of the driving processes W_n approximating the Wiener process, provided the area processes of W_n also converge to those of W with that rate. We consider non-degenerate and also degenerate stochastic PDEs with time dependent coefficients.

Ó. Ciaurri, L. Roncal, P. R. Stinga et al.

We define and study some properties of the fractional powers of the discrete Laplacian $$(-Δ_h)^s,\quad\hbox{on}~\mathbb{Z}_h = h\mathbb{Z},$$ for $h>0$ and $0<s<1$. A comparison between our fractional discrete Laplacian and the \textit{discretized} continuous fractional Laplacian as $h\to0$ is carried out. We get estimates in $\ell^\infty$ for the error of the approximation in terms of $h$ under minimal regularity assumptions. Moreover, we provide a pointwise formula with an explicit kernel and deduce Hölder estimates for $(-Δ_h)^s$. A study of the negative powers (or discrete fractional integral) $(-Δ_h)^{-s}$ is also sketched. Our analysis is mainly performed in dimension one. Nevertheless, we show certain asymptotic estimates for the kernel in dimension two that can be extended to higher dimensions. Some examples are plotted to illustrate the comparison in both one and two dimensions.