An integration by parts formula for stochastic heat equations with fractional noise

DOI10.1007/S10473-023-0119-2MaRDI QIDQ2088166zbMATH OpenOpenAlexFDO

Authors Xiuwei Yin

Publication date 21 October 2022

Published in Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10473-023-0119-2

zbMATH Keywords

fractional Brownian motionintegration by parts formulashift Harnack inequalitystochastic heat equationscoupling by change of measures

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional processes, including fractional Brownian motion (60G22)

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Cites work

• Controllability of neutral stochastic evolution equations driven by fractional Brownian motion
• Harnack inequalities for stochastic partial differential equations
• Integration by Parts Formula and Applications for SDEs Driven by Fractional Brownian Motions
• Integration by parts for heat kernel measures revisited
• Integration by parts formula and applications for SPDEs with jumps
• Integration by parts formula and shift Harnack inequality for stochastic equations
• Integration by parts formula for SPDEs with multiplicative noise and its applications
• REGULARIZATION OF QUASILINEAR HEAT EQUATIONS BY A FRACTIONAL NOISE
• Shift Harnack inequality and integration by parts formula for semilinear stochastic partial differential equations
• Some recent progress on stochastic heat equations
• Stochastic Calculus for Fractional Brownian Motion and Applications
• Stochastic Volterra equations driven by fractional Brownian motion
• Stochastic analysis of the fractional Brownian motion
• Stochastic calculus for fractional Brownian motion and related processes.
• Stochastic delay differential equations in a Hilbert space driven by fractional Brownian motion
• Stochastic heat equation driven by fractional noise and local time

Cited in

(2)

• Bismut formula for a stochastic heat equation with fractional noise
• Integration by parts formula and shift Harnack inequality for stochastic equations

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