Abstract

In this paper, we study the continuity in law of the solutions of two linear multiplicative SPDEs (the parabolic Anderson model and the hyperbolic Anderson model) with respect to the spatial parameter of the noise. The solution is interpreted in the Skorohod sense, using Malliavin calculus. We consider two cases: (i) the regular noise, whose spatial covariance is given by the Riesz kernel of order [Formula: see text], in spatial dimension [Formula: see text]; (ii) the rough noise, which is fractional in space with Hurst index [Formula: see text], in spatial dimension [Formula: see text]. We assume that the noise is colored in time.

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