Chaos expansion and regularity of the local time of the solution to the stochastic heat equation with additive fractional-colored noise (Q384919): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Normalize DOI. |
||
(3 intermediate revisions by 3 users not shown) | |||
Property / DOI | |||
Property / DOI: 10.11650/tjm.17.2013.2724 / rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2139749887 / rank | |||
Normal rank | |||
Property / DOI | |||
Property / DOI: 10.11650/TJM.17.2013.2724 / rank | |||
Normal rank |
Latest revision as of 16:00, 9 December 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Chaos expansion and regularity of the local time of the solution to the stochastic heat equation with additive fractional-colored noise |
scientific article |
Statements
Chaos expansion and regularity of the local time of the solution to the stochastic heat equation with additive fractional-colored noise (English)
0 references
29 November 2013
0 references
The author studies a stochastic heat equation with an additive, so-called fractional-colored noise, which generalizes fractional Brownian motions. It is known that solutions \(u=u(x,t)\) of this equation exist under certain conditions. In this paper, multiple stochastic integrals are used to study chaotic expansions as well as the existence of the local times of \(u\) and their regularity in Sobolev-Watanabe spaces.
0 references
fractional Brownian motion
0 references
stochastic heat equation
0 references
local times
0 references
chaos expansion
0 references
multiple Wiener-Itō integrals
0 references
Watanabe spaces
0 references