Covariance measure and stochastic heat equation with fractional noise

DOI10.2478/s13540-014-0199-8zbMath1306.60094OpenAlexW2113684480MaRDI QIDQ2939461

Ciprian A. Tudor, Mounir Zili

Publication date: 22 January 2015

Published in: Fractional Calculus and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2478/s13540-014-0199-8

zbMATH Keywords

Hölder continuityWiener integralstochastic heat equationbifractional Brownian motioncovariance measure structure

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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