Stochastic heat equation with piecewise constant coefficients and generalized fractional type noise (Q5153156): Difference between revisions

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scientific article; zbMATH DE number 7402599

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English	Stochastic heat equation with piecewise constant coefficients and generalized fractional type noise	scientific article; zbMATH DE number 7402599

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instance of

scholarly article

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title

Stochastic heat equation with piecewise constant coefficients and generalized fractional type noise (English)

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Theory of Probability and Mathematical Statistics

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publication date

29 September 2021

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zbMATH Keywords

stochastic partial differential equations

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piecewise constant coefficients

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generalized fractional Brownian motion

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covariance measure structure

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Wiener integral

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1090/tpms/1150

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cites work

One-dimensional heat equation with discontinuous conductance

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On the sub-mixed fractional Brownian motion

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On random walk simulation of one-dimensional diffusion processes with discontinuous coeffi\-cients

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Second order differential operators and Dirichlet integrals with singular coefficients. I: Functional calculus of one-dimensional operators

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Q4811459

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Q3687398

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Wiener integrals, Malliavin calculus and covariance measure structure

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Fractional stochastic heat equation with piecewise constant coefficients

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Stochastic Analysis of Mixed Fractional Gaussian Processes

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Semi-Stable Stochastic Processes

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Covariance measure and stochastic heat equation with fractional noise

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SPDE with generalized drift and fractional-type noise

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Analysis of Variations for Self-similar Processes

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Generalized fractional Brownian motion

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On the mixed fractional Brownian motion

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Q4867473

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Construction of a fundamental solution of a partial differential equation with piecewise constant coefficients

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Q4818387

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Mixed sub-fractional Brownian motion

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One-dimensional stochastic heat equation with discontinuous conductance

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Exact variations for stochastic heat equations with piecewise constant coefficients and application to parameter estimation

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Spatial quadratic variations for the solution to a stochastic partial differential equation with elliptic divergence form operator

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Identifiers

zbMATH Open document ID

1473.60101

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DOI

10.1090/tpms/1150

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5153156

@@ Property / full work available at URL @@
+https://doi.org/10.1090/tpms/1150
@@ Property / full work available at URL: https://doi.org/10.1090/tpms/1150 / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3202609343
@@ Property / OpenAlex ID: W3202609343 / rank @@
+Normal rank
@@ Property / cites work @@
+One-dimensional heat equation with discontinuous conductance
+Normal rank
@@ Property / cites work @@
+On the sub-mixed fractional Brownian motion
@@ Property / cites work: On the sub-mixed fractional Brownian motion / rank @@
+Normal rank
@@ Property / cites work @@
+On random walk simulation of one-dimensional diffusion processes with discontinuous coeffi\-cients
+Normal rank
@@ Property / cites work @@
+Second order differential operators and Dirichlet integrals with singular coefficients. I: Functional calculus of one-dimensional operators
+Normal rank
@@ Property / cites work @@
+Q4811459
@@ Property / cites work: Q4811459 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3687398
@@ Property / cites work: Q3687398 / rank @@
+Normal rank
@@ Property / cites work @@
+Wiener integrals, Malliavin calculus and covariance measure structure
+Normal rank
@@ Property / cites work @@
+Fractional stochastic heat equation with piecewise constant coefficients
+Normal rank
@@ Property / cites work @@
+Stochastic Analysis of Mixed Fractional Gaussian Processes
+Normal rank
@@ Property / cites work @@
+Semi-Stable Stochastic Processes
@@ Property / cites work: Semi-Stable Stochastic Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Covariance measure and stochastic heat equation with fractional noise
+Normal rank
@@ Property / cites work @@
+SPDE with generalized drift and fractional-type noise
+Normal rank
@@ Property / cites work @@
+Analysis of Variations for Self-similar Processes
@@ Property / cites work: Analysis of Variations for Self-similar Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized fractional Brownian motion
@@ Property / cites work: Generalized fractional Brownian motion / rank @@
+Normal rank
@@ Property / cites work @@
+On the mixed fractional Brownian motion
@@ Property / cites work: On the mixed fractional Brownian motion / rank @@
+Normal rank
@@ Property / cites work @@
+Q4867473
@@ Property / cites work: Q4867473 / rank @@
+Normal rank
@@ Property / cites work @@
+Construction of a fundamental solution of a partial differential equation with piecewise constant coefficients
+Normal rank
@@ Property / cites work @@
+Q4818387
@@ Property / cites work: Q4818387 / rank @@
+Normal rank
@@ Property / cites work @@
+Mixed sub-fractional Brownian motion
@@ Property / cites work: Mixed sub-fractional Brownian motion / rank @@
+Normal rank
@@ Property / cites work @@
+One-dimensional stochastic heat equation with discontinuous conductance
+Normal rank
@@ Property / cites work @@
+Exact variations for stochastic heat equations with piecewise constant coefficients and application to parameter estimation
+Normal rank
@@ Property / cites work @@
+Spatial quadratic variations for the solution to a stochastic partial differential equation with elliptic divergence form operator
+Normal rank