On the law of the solution to a stochastic heat equation with fractional noise in time

DOI10.1515/ROSE-2014-0038zbMATH Open1327.60123arXiv1110.2597OpenAlexW1643693493MaRDI QIDQ500239FDOQ500239

Solesne Bourguin, Ciprian A. Tudor

Publication date: 1 October 2015

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Abstract: We study the law of the solution to the stochastic heat equation with additive Gaussian noise which behaves as the fractional Brownian motion in time and is white in space. We prove a decomposition of the solution in terms of the bifractional Brownian motion.

Full work available at URL: https://arxiv.org/abs/1110.2597

Recommendations

• Stochastic heat equation driven by fractional noise and local time
• Solving a stochastic heat equation driven by a bi-fractional noise
• Decompositions of stochastic convolution driven by a white-fractional Gaussian noise
• Some properties of the solution to fractional heat equation with a fractional Brownian noise
• Malliavin calculus for fractional heat equation

zbMATH Keywords

bifractional Brownian motionstochastic heat equationGaussian noise

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integrals (60H05)

Cited In (10)

• Existence and blow-up of solutions to the fractional stochastic heat equations
• Stochastic heat equation driven by fractional noise and local time
• On some properties of a class of fractional stochastic heat equations
• Stochastic heat equation with infinite dimensional fractional noise: \(L_2\)-theory
• On the regularity of weak solutions to space-time fractional stochastic heat equations
• Stochastic solutions for time-fractional heat equations with complex spatial variables
• Sample paths of the solution to the fractional-colored stochastic heat equation
• Large deviation principle for a space-time fractional stochastic heat equation with fractional noise
• Additive functionals of the solution to fractional stochastic heat equation
• Recent developments on stochastic heat equation with additive fractional-colored noise

This page was built for publication: On the law of the solution to a stochastic heat equation with fractional noise in time

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q500239)