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

DOI10.1186/s13661-016-0574-yzbMath1338.60109OpenAlexW2304856314WikidataQ59467911 ScholiaQ59467911MaRDI QIDQ276352

Xichao Sun, Xianye Yu, Litan Yan

Publication date: 3 May 2016

Published in: Boundary Value Problems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13661-016-0574-y

zbMATH Keywords

heat equationMalliavin calculusbi-fractional Brownian motion

Mathematics Subject Classification ID

Gaussian processes (60G15) Sample path properties (60G17) Stochastic integrals (60H05)

Related Items (1)

Some properties of bifractional Bessel processes driven by bifractional Brownian motion

Cites Work

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