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

DOI10.1007/S10473-023-0119-2OpenAlexW4306685604MaRDI QIDQ2088166FDOQ2088166

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

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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)

Cites Work

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

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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