Stochastic heat equation with multiplicative fractional-colored noise

DOI10.1007/s10959-009-0237-3zbMath1203.60078arXiv0812.1913MaRDI QIDQ1960234

Ciprian A. Tudor, Raluca M. Balan

Publication date: 13 October 2010

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0812.1913

zbMATH Keywords

fractional Brownian motion; stochastic heat equation; local time; gaussian noise

Mathematics Subject Classification ID

60H05: Stochastic integrals

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

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