Scaling limits of solutions of linear evolution equations with random initial conditions
Miłosz Krupski · Stochastics and Dynamics · 2016
We consider a linear equation [Formula: see text], where [Formula: see text] is a generator of a semigroup of linear operators on a certain Hilbert space related to an initial condition [Formula: see text] being a generalised stationary random field on [Formula: see text]. We show the existence and uniqueness of generalised solutions to such initial value problems. Then we investigate their scaling limits.