Bismut formula for a stochastic heat equation with fractional noise

DOI10.1016/j.spl.2018.01.018zbMath1406.60097OpenAlexW2790007496MaRDI QIDQ1640947

Xiuwei Yin, Litan Yan

Publication date: 14 June 2018

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2018.01.018

zbMATH Keywords

Harnack inequalitystochastic heat equationBismut formulafractional noise

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items

Harnack inequality for stochastic heat equation driven by fractional noise with Hurst index H>½, Harnack inequalities for functional SDEs driven by subordinate fractional Brownian motion, Harnack inequalities for functional SDEs driven by subordinate multifractional Brownian motion

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