Chaos expansion and regularity of the local time of the solution to the stochastic heat equation with additive fractional-colored noise (Q384919)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6234476
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Chaos expansion and regularity of the local time of the solution to the stochastic heat equation with additive fractional-colored noise |
scientific article; zbMATH DE number 6234476 |
Statements
Chaos expansion and regularity of the local time of the solution to the stochastic heat equation with additive fractional-colored noise (English)
0 references
29 November 2013
0 references
fractional Brownian motion
0 references
stochastic heat equation
0 references
local times
0 references
chaos expansion
0 references
multiple Wiener-Itō integrals
0 references
Watanabe spaces
0 references
The author studies a stochastic heat equation with an additive, so-called fractional-colored noise, which generalizes fractional Brownian motions. It is known that solutions \(u=u(x,t)\) of this equation exist under certain conditions.NEWLINENEWLINEIn this paper, multiple stochastic integrals are used to study chaotic expansions as well as the existence of the local times of \(u\) and their regularity in Sobolev-Watanabe spaces.
0 references
0.8268234729766846
0 references
0.824342668056488
0 references
0.8226843476295471
0 references
0.8169044852256775
0 references
