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
Normal 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
    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
    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

    Identifiers