Sample paths of the solution to the fractional-colored stochastic heat equation

DOI10.1142/S0219493717500046zbMath1355.60086arXiv1501.06828OpenAlexW1482940592MaRDI QIDQ2951891

Yimin Xiao, Ciprian A. Tudor

Publication date: 10 January 2017

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1501.06828

zbMATH Keywords

fractional Brownian motionGaussian noiselaw of the iterated logarithmstochastic heat equationspectral measurepath regularity

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Strong limit theorems (60F15) Sample path properties (60G17) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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