Stochastic heat equation driven by fractional noise and local time

DOI10.1007/s00440-007-0127-5zbMath1152.60331arXiv0704.1824MaRDI QIDQ957728

David Nualart, Yaozhong Hu

Publication date: 1 December 2008

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0704.1824

Mathematics Subject Classification ID

60H07: Stochastic calculus of variations and the Malliavin calculus

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

Related Items

On a nonlinear stochastic pseudo-differential equation driven by fractional noise, Hyperbolic Anderson Model with space-time homogeneous Gaussian noise, On the stochastic heat equation with spatially-colored random forcing, SOME LINEAR SPDEs DRIVEN BY A FRACTIONAL NOISE WITH HURST INDEX GREATER THAN 1/2, Spatial Stationarity, Ergodicity, and CLT for Parabolic Anderson Model with Delta Initial Condition in Dimension $d\geq 1$, Spatial averages for the Parabolic Anderson model driven by rough noise, Estimation of the Hurst and diffusion parameters in fractional stochastic heat equation, On a mixed fractional Burgers type equation with polynomial nonlinearity and perturbed by fractional Brownian sheet, Schrödinger equation with Gaussian potential, On a class of stochastic partial differential equations, Moment bounds for a generalized Anderson model with Gaussian noise rough in space, Central limit theorems for heat equation with time-independent noise: The regular and rough cases, Solvability of parabolic Anderson equation with fractional Gaussian noise, Feynman-Kac formula for iterated derivatives of the parabolic Anderson model, Stochastic heat equation with Ornstein-Uhlenbeck operator, Stochastic Korteweg-de Vries equation driven by fractional Brownian motion, Solving a nonlinear fractional stochastic partial differential equation with fractional noise, Well-posedness of stochastic KdV-BO equation driven by fractional Brownian motion, Intermittency for the wave and heat equations with fractional noise in time, Spatial asymptotics for the parabolic Anderson models with generalized time-space Gaussian noise, Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions, Fractional stochastic Volterra equation perturbed by fractional Brownian motion, On a modelled rough heat equation, On the chaotic character of the stochastic heat equation. II, Feynman-Kac formula for the heat equation driven by fractional noise with Hurst parameter \(H < 1/2\), Numerical schemes for rough parabolic equations, On a jump-type stochastic fractional partial differential equation with fractional noises, A note on intermittency for the fractional heat equation, On a semilinear mixed fractional heat equation driven by fractional Brownian sheet, Weak convergence for the fourth-order stochastic heat equation with fractional noises, Two-point correlation function and Feynman-Kac formula for the stochastic heat equation, The stochastic wave equation with fractional noise: a random field approach, Chung's law of the iterated logarithm for anisotropic Gaussian random fields, Feynman-Kac formula for heat equation driven by fractional white noise, The stochastic wave equation with multiplicative fractional noise: A Malliavin calculus approach, Generalized Anderson model with time-space multiplicative fractional noise, Precise intermittency for the parabolic Anderson equation with an \((1+1)\)-dimensional time-space white noise, Exponential asymptotics for time-space Hamiltonians, Stochastic Burgers' equation driven by fractional Brownian motion, Gradient type noises. II: Systems of stochastic partial differential equations, Some properties of the solution to fractional heat equation with a fractional Brownian noise, Intermittency for the stochastic heat equation driven by a rough time fractional Gaussian noise, Stochastic fractional heat equations driven by fractional noises, Large time asymptotics for the parabolic Anderson model driven by space and time correlated noise, On a fractional SPDE driven by fractional noise and a pure jump Lévy noise in \(\mathbb{R}^d\), Temporal asymptotics for fractional parabolic Anderson model, SPDEs with colored Gaussian noise: a survey, Free energy in a mean field of Brownian particles, Large deviation principle for a space-time fractional stochastic heat equation with fractional noise, Parabolic Anderson model with space-time homogeneous Gaussian noise and rough initial condition, Stochastic heat equation with multiplicative fractional-colored noise, On the large-scale structure of the tall peaks for stochastic heat equations with fractional Laplacian, Analysis of a stratified Kraichnan flow, Moment estimates for some renormalized parabolic Anderson models, Scaling limit of a directed polymer among a Poisson field of independent walks, A \(K\)-rough path above the space-time fractional Brownian motion, A full discretization of the rough fractional linear heat equation, Quantitative central limit theorems for the parabolic Anderson model driven by colored noises, An integration by parts formula for stochastic heat equations with fractional noise, Stratonovich solution for the wave equation, On ill-posedness of nonlinear stochastic wave equations driven by rough noise, On the necessary and sufficient conditions to solve a heat equation with general additive Gaussian noise, Joint Hölder continuity of parabolic Anderson model, Some recent progress on stochastic heat equations, Parabolic Anderson model with a fractional Gaussian noise that is rough in time, Averaging Gaussian functionals, Moment bounds of a class of stochastic heat equations driven by space-time colored noise in bounded domains, Intermittency for the parabolic Anderson model of Skorohod type driven by a rough noise, Fractional stochastic wave equation driven by a Gaussian noise rough in space, Ergodic properties of the solution to a fractional stochastic heat equation, with an application to diffusion parameter estimation, On a semilinear stochastic partial differential equation with double-parameter fractional noises, Fractional kinetic equation driven by general space-time homogeneous Gaussian noise, Dense blowup for parabolic SPDEs, Spatial asymptotic of the stochastic heat equation with compactly supported initial data, Parabolic Anderson model with rough or critical Gaussian noise, Intermittency for the hyperbolic Anderson model with rough noise in space, Sharp mean-square regularity results for SPDEs with fractional noise and optimal convergence rates for the numerical approximations, Parabolic Anderson model on Heisenberg groups: the Itô setting, Stochastic elastic equation driven by fractional Brownian motion, Elementary Pathwise Methods for Nonlinear Parabolic and Transport Type Stochastic Partial Differential Equations with Fractal Noise, Stochastic elastic equation driven by multiplicative multi-parameter fractional noise, Burgers' system with a fractional Brownian random force, Sharp space-time regularity of the solution to stochastic heat equation driven by fractional-colored noise

Cites Work

• Young integrals and SPDEs
• Forward, backward and symmetric stochastic integration
• Linear stochastic differential equations and Wick products
• Weighted stochastic Sobolev spaces and bilinear SPDEs driven by space-time white noise
• Evolution equations driven by a fractional Brownian motion
• Stochastic evolution equations with fractional Brownian motion
• Integration questions related to fractional Brownian motion
• A singular parabolic {A}nderson model
• Self-intersection local time: critical exponent, large deviations, and laws of the iterated logarithm
• Renormalized self-intersection local time for fractional Brownian motion
• Generalized Brownian functionals and the solution to a stochastic partial differential equation
• FRACTIONAL BROWNIAN MOTION AND STOCHASTIC EQUATIONS IN HILBERT SPACES
• Fractional Bilinear Stochastic Equations with the Drift in the First Fractional Chaos
• The Malliavin Calculus and Related Topics
• System Control and Rough Paths
• Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion
• Heat equations with fractional white noise potentials
• Unnamed Item
• Unnamed Item
• Unnamed Item