Chaos expansion and regularity of the local time of the solution to the stochastic heat equation with additive fractional-colored noise

DOI10.11650/TJM.17.2013.2724zbMath1285.60063OpenAlexW2139749887MaRDI QIDQ384919

Ciprian A. Tudor

Publication date: 29 November 2013

Published in: Taiwanese Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: http://journal.taiwanmathsoc.org.tw/index.php/TJM/article/view/2724

zbMATH Keywords

fractional Brownian motionstochastic heat equationlocal timeschaos expansionmultiple Wiener-Itō integralsWatanabe spaces

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Local time and additive functionals (60J55)

Related Items (3)

Local nondeterminism and local times of the stochastic wave equation driven by fractional-colored noise ⋮ Temporal variation for fractional heat equations with additive white noise ⋮ Quadratic covariations for the solution to a stochastic heat equation with space-time white noise

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