Additive functionals of the solution to fractional stochastic heat equation

DOI10.1007/S00041-013-9272-7MaRDI QIDQ485173zbMATH OpenOpenAlexFDO

Authors Hanae Ouahhabi, Ciprian A. Tudor

Publication date 9 January 2015

Published in The Journal of Fourier Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00041-013-9272-7

zbMATH Keywords

fractional Brownian motionfractional stochastic heat equation

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3751955 (Why is no real title available?)
• scientific article; zbMATH DE number 3594385 (Why is no real title available?)
• scientific article; zbMATH DE number 2096694 (Why is no real title available?)
• scientific article; zbMATH DE number 3416765 (Why is no real title available?)
• Geometric properties of fractional Brownian sheets
• Images of the Brownian sheet
• Itô's formula for linear fractional PDEs
• Joint continuity of Gaussian local times
• Joint continuity of the local times of fractional Brownian sheets
• On bifractional Brownian motion
• On the law of the solution to a stochastic heat equation with fractional noise in time
• Sample path properties of anisotrophic Gaussian random fields
• Sample path properties of bifractional Brownian motion
• The Malliavin Calculus and Related Topics
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• Wiener Integrals with Respect to the Hermite Process and a Non-Central Limit Theorem

Cited in

(16)

• Local times for systems of non-linear stochastic heat equations
• Stochastic elastic equation driven by multiplicative multi-parameter fractional noise
• Local nondeterminism and local times of the stochastic wave equation driven by fractional-colored noise
• Some properties of the solution to fractional heat equation with a fractional Brownian noise
• An Itô type formula for the additive stochastic heat equation
• Recent developments on stochastic heat equation with additive fractional-colored noise
• Local times of the solution to stochastic heat equation with fractional noise
• Quadratic covariations for the solution to a stochastic heat equation with space-time white noise
• Temporal variation for fractional heat equations with additive white noise
• Chaos expansion and regularity of the local time of the solution to the stochastic heat equation with additive fractional-colored noise
• Sample paths of the solution to the fractional-colored stochastic heat equation
• On Besov regularity and local time of the solution to the stochastic heat equation
• Covariance measure and stochastic heat equation with fractional noise
• SPDE with generalized drift and fractional-type noise
• On a modelled rough heat equation
• Decomposition and limit theorems for a class of self-similar Gaussian processes

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