Solving a stochastic heat equation driven by a bi-fractional noise

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Cites work

scientific article; zbMATH DE number 2096694 (Why is no real title available?)
A decomposition of the bifractional Brownian motion and some applications
Analysis of variations for self-similar processes. A stochastic calculus approach
Feynman-Kac formula for heat equation driven by fractional white noise
Feynman-Kac formula for the heat equation driven by fractional noise with Hurst parameter \(H < 1/2\)
Forward, backward and symmetric stochastic integration
Functional Integration and Partial Differential Equations. (AM-109)
Integral transformations and anticipative calculus for fractional Brownian motions
MULTIDIMENSIONAL BIFRACTIONAL BROWNIAN MOTION: ITÔ AND TANAKA FORMULAS
ON THE COLLISION LOCAL TIME OF BIFRACTIONAL BROWNIAN MOTIONS
On bifractional Brownian motion
Random walk intersections. Large deviations and related topics
Sample path properties of bifractional Brownian motion
Selected aspects of fractional Brownian motion.
Self-intersection local times and collision local times of bifractional Brownian motions
Smoothness for the collision local times of bifractional Brownian motions
Stochastic Calculus for Fractional Brownian Motion and Applications
Stochastic analysis of the fractional Brownian motion
Stochastic calculus for fractional Brownian motion and related processes.
Stochastic calculus with respect to Gaussian processes
The Malliavin Calculus and Related Topics
Wiener integrals, Malliavin calculus and covariance measure structure
\(m\)-order integrals and generalized Itô's formula; the case of a fractional Brownian motion with any Hurst index

Cited in

(7)

Some properties of bifractional Bessel processes driven by bifractional Brownian motion
On a semilinear double fractional heat equation driven by fractional Brownian sheet
Regularity properties of the solution to a stochastic heat equation driven by a fractional Gaussian noise on \(\mathbb{S}^2\)
Stochastic solutions for time-fractional heat equations with complex spatial variables
Feynman-Kac formula for heat equation driven by fractional white noise
Bismut formula for a stochastic heat equation with fractional noise
On the law of the solution to a stochastic heat equation with fractional noise in time

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