Recent developments on stochastic heat equation with additive fractional-colored noise

DOI10.2478/s13540-014-0164-6zbMath1322.60124OpenAlexW1987319880MaRDI QIDQ2347404

Ciprian A. Tudor

Publication date: 27 May 2015

Published in: Fractional Calculus \& Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2478/s13540-014-0164-6

zbMATH Keywords

fractional Brownian motionHölder continuityWiener integralstochastic heat equationbifractional Brownian motion

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Self-similar stochastic processes (60G18)

Related Items (11)

Fractional stochastic Volterra equation perturbed by fractional Brownian motion ⋮ Covariance measure and stochastic heat equation with fractional noise ⋮ Intermittency and stochastic pseudo-differential equation with spatially inhomogeneous white noise ⋮ ON A SEMILINEAR DOUBLE FRACTIONAL HEAT EQUATION DRIVEN BY FRACTIONAL BROWNIAN SHEET ⋮ Existence and controllability results for stochastic fractional evolution hemivariational inequalities ⋮ Fractional calculus and pathwise integration for Volterra processes driven by Lévy and martingale noise ⋮ Non-linear noise excitation for some space-time fractional stochastic equations in bounded domains ⋮ On a semilinear mixed fractional heat equation driven by fractional Brownian sheet ⋮ Central limit theorem for the solution to the heat equation with moving time ⋮ Extension of Mikhlin multiplier theorem to fractional derivatives and stable processes ⋮ Asymptotic expansion for the quadratic variations of the solution to the heat equation with additive white noise

Cites Work

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• Integration with respect to fractal functions and stochastic calculus. I
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• The derivation of the generalized functional equations describing self-similar processes
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• The fBm-driven Ornstein-Uhlenbeck process: Probability density function and anomalous diffusion
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• The Malliavin Calculus and Related Topics
• Itô's formula for linear fractional PDEs
• Wiener Integrals with Respect to the Hermite Process and a Non-Central Limit Theorem
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