Some properties of the solution to fractional heat equation with a fractional Brownian noise

DOI10.1186/s13662-017-1151-0zbMath1422.35180OpenAlexW2604873393WikidataQ59526048 ScholiaQ59526048MaRDI QIDQ1628670

Litan Yan, Dengfeng Xia

Publication date: 4 December 2018

Published in: Advances in Difference Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13662-017-1151-0

zbMATH Keywords

local time\(p\)-variationfractional Brownian sheetlocal nondeterminism

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional partial differential equations (35R11)

Related Items (2)

Existence, uniqueness and stability of fuzzy fractional differential equations with local Lipschitz and linear growth conditions ⋮ On Besov regularity and local time of the solution to the stochastic heat equation

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Solving a nonlinear fractional stochastic partial differential equation with fractional noise
• Feynman-Kac formula for the heat equation driven by fractional noise with Hurst parameter \(H < 1/2\)
• One-phase problems for discontinuous heat transfer in fractal media
• Additive functionals of the solution to fractional stochastic heat equation
• On the solution process for a stochastic fractional partial differential equation driven by space-time white noise
• The high-order SPDEs driven by multi-parameter fractional noises
• Feynman-Kac formula for heat equation driven by fractional white noise
• Stochastic generalized Burgers equations driven by fractional noises
• High accurate NRK and MWENO scheme for nonlinear degenerate parabolic PDEs
• On a stochastic heat equation with first order fractional noises and applications to finance
• Temporal variation for fractional heat equations with additive white noise
• Stochastic heat equation driven by fractional noise and local time
• Joint continuity of Gaussian local times
• Occupation densities
• Local nondeterminism and the zeros of Gaussian processes
• Stochastic evolution equations with fractional Brownian motion
• Hitting properties of a random string
• Variations of the solution to a stochastic heat equation
• On bifractional Brownian motion
• Heat kernel estimates for stable-like processes on \(d\)-sets.
• Sample paths of the solution to the fractional-colored stochastic heat equation
• FRACTIONAL BROWNIAN MOTION AND STOCHASTIC EQUATIONS IN HILBERT SPACES
• The Malliavin Calculus and Related Topics
• Parameter Estimates and Exact Variations for Stochastic Heat Equations Driven by Space-Time White Noise
• On a Class of Stochastic Anderson Models with Fractional Noises
• Local Times and Sample Function Properties of Stationary Gaussian Processes
• REGULARIZATION OF QUASILINEAR HEAT EQUATIONS BY A FRACTIONAL NOISE
• Stochastic calculus with respect to Gaussian processes

This page was built for publication: Some properties of the solution to fractional heat equation with a fractional Brownian noise