The stochastic wave equation with multiplicative fractional noise: A Malliavin calculus approach

DOI10.1007/s11118-011-9219-zzbMath1231.60058arXiv1005.5275OpenAlexW2080950218MaRDI QIDQ658566

Raluca M. Balan

Publication date: 12 January 2012

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1005.5275

zbMATH Keywords

fractional Brownian motionMalliavin calculusstochastic wave equationspatially homogeneous Gaussian noise

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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• The Malliavin Calculus and Related Topics
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• Heat equations with fractional white noise potentials

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