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
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Property / DOI: 10.11650/TJM.17.2013.2724 / rank | |||
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Latest revision as of 16:00, 9 December 2024
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English | Chaos expansion and regularity of the local time of the solution to the stochastic heat equation with additive fractional-colored noise |
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Chaos expansion and regularity of the local time of the solution to the stochastic heat equation with additive fractional-colored noise (English)
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29 November 2013
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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.
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fractional Brownian motion
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stochastic heat equation
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local times
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chaos expansion
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multiple Wiener-Itō integrals
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Watanabe spaces
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