SPDEs with affine multiplicative fractional noise in space with index \(\frac{1}{4} < H < \frac{1}{2}\)

DOI10.1214/EJP.v20-3719zbMath1321.60132arXiv1407.4080MaRDI QIDQ2515921

Maria Jolis, Raluca M. Balan, Lluís Quer-Sardanyons

Publication date: 7 August 2015

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1407.4080

zbMATH Keywords

fractional Brownian motionGaussian noisestochastic heat equationstochastic wave equationrandom field solution

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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