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
Importer (talk | contribs)
Created a new Item
 
Normalize DOI.
 
(5 intermediate revisions by 5 users not shown)
Property / DOI
 
Property / DOI: 10.11650/tjm.17.2013.2724 / rank
Normal rank
 
Property / review text
 
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.
Property / review text: 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. / rank
 
Normal rank
Property / reviewed by
 
Property / reviewed by: Michael Voit / rank
 
Normal rank
Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 60H15 / rank
 
Normal rank
Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 60J55 / rank
 
Normal rank
Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 60F05 / rank
 
Normal rank
Property / zbMATH DE Number
 
Property / zbMATH DE Number: 6234476 / rank
 
Normal rank
Property / zbMATH Keywords
 
fractional Brownian motion
Property / zbMATH Keywords: fractional Brownian motion / rank
 
Normal rank
Property / zbMATH Keywords
 
stochastic heat equation
Property / zbMATH Keywords: stochastic heat equation / rank
 
Normal rank
Property / zbMATH Keywords
 
local times
Property / zbMATH Keywords: local times / rank
 
Normal rank
Property / zbMATH Keywords
 
chaos expansion
Property / zbMATH Keywords: chaos expansion / rank
 
Normal rank
Property / zbMATH Keywords
 
multiple Wiener-Itō integrals
Property / zbMATH Keywords: multiple Wiener-Itō integrals / rank
 
Normal rank
Property / zbMATH Keywords
 
Watanabe spaces
Property / zbMATH Keywords: Watanabe spaces / 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
links / mardi / namelinks / mardi / name
 

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