Asymptotic behavior of the solution of heat equation driven by fractional white noise

DOI10.1016/J.SPL.2011.11.017MaRDI QIDQ419191zbMATHOpenAlexFDO

Authors Jian Song

Publication date 18 May 2012

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2011.11.017

zbMATH Keywords

method of momentsasymptotic behaviorFeynman-Kac formulastochastic heat equationfractional Brownian sheet

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional processes, including fractional Brownian motion (60G22) PDEs with randomness, stochastic partial differential equations (35R60)

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Cites work

• scientific article; zbMATH DE number 679794 (Why is no real title available?)
• Almost sure exponential behavior of a directed polymer in a fractional Brownian environment
• Almost sure exponential behaviour for a parabolic SPDE on a manifold.
• Almost-sure exponential behavior of a stochastic anderson model with continuous space parameter
• Feynman-Kac formula for heat equation driven by fractional white noise

Cited in

(14)

• Solving a stochastic heat equation driven by a bi-fractional noise
• Stochastic fractional diffusion equations with Gaussian noise rough in space
• Intermittency for the wave and heat equations with fractional noise in time
• On the asymptotic behavior of solutions to time-fractional elliptic equations driven by a multiplicative white noise
• The fractional stochastic heat equation driven by time-space white noise
• Heat equations with fractional white noise potentials
• Fractional stochastic wave equation driven by a Gaussian noise rough in space
• SPDEs with colored Gaussian noise: a survey
• Feynman-Kac formula for heat equation driven by fractional white noise
• Asymptotic behavior of the solution of the fractional heat equation
• Exponential asymptotics for time-space Hamiltonians
• Asymptotic behavior for high moments of the fractional heat equation with fractional noise
• Temporal asymptotics for fractional parabolic Anderson model
• Construction of the solution of 1-dimensional heat equation with white noise potential and its asymptotic behaviour

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