Asymptotic behavior for high moments of the fractional heat equation with fractional noise

DOI10.1007/S10959-019-00899-9MaRDI QIDQ2330404zbMATH OpenOpenAlexWikidataFDO

Authors Litan Yan, Xianye Yu

Publication date 22 October 2019

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10959-019-00899-9

zbMATH Keywords

asymptotic behavior of momentsfractional Brownian sheetfractional heat equationlarge deviationsvariational method

Mathematics Subject Classification ID

Asymptotic behavior of solutions to PDEs (35B40) Fractional processes, including fractional Brownian motion (60G22) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cited in

(4)

• Precise moment asymptotics for the stochastic heat equation of a time-derivative Gaussian noise
• Asymptotic behavior of the solution of the fractional heat equation
• Asymptotic behavior of fractional stochastic heat equations in materials with memory
• Asymptotic behavior of the solution of heat equation driven by fractional white noise

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