Stochastic heat equation with piecewise constant coefficients and generalized fractional type noise

DOI10.1090/tpms/1150zbMath1473.60101OpenAlexW3202609343MaRDI QIDQ5153156

Eya Zougar, Mounir Zili

Publication date: 29 September 2021

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/tpms/1150

zbMATH Keywords

stochastic partial differential equationsWiener integralpiecewise constant coefficientsgeneralized fractional Brownian motioncovariance measure structure

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Sample path properties (60G17) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Second-order parabolic equations (35K10) Incomplete beta and gamma functions (error functions, probability integral, Fresnel integrals) (33B20)

Related Items (1)

Mixed stochastic heat equation with fractional Laplacian and gradient perturbation

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