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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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 | |||
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Property / reviewed by: Michael Voit / rank | |||
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Property / Mathematics Subject Classification ID: 60H15 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60J55 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60F05 / rank | |||
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Property / zbMATH DE Number: 6234476 / rank | |||
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fractional Brownian motion | |||
Property / zbMATH Keywords: fractional Brownian motion / rank | |||
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stochastic heat equation | |||
Property / zbMATH Keywords: stochastic heat equation / rank | |||
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local times | |||
Property / zbMATH Keywords: local times / rank | |||
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chaos expansion | |||
Property / zbMATH Keywords: chaos expansion / rank | |||
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multiple Wiener-Itō integrals | |||
Property / zbMATH Keywords: multiple Wiener-Itō integrals / rank | |||
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Watanabe spaces | |||
Property / zbMATH Keywords: Watanabe spaces / rank | |||
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Revision as of 12:38, 29 June 2023
scientific article
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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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Statements
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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