Stochastic heat equation with piecewise constant coefficients and generalized fractional type noise
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covariance measure structuregeneralized fractional Brownian motionpiecewise constant coefficientsstochastic partial differential equationsWiener integral
Incomplete beta and gamma functions (error functions, probability integral, Fresnel integrals) (33B20) Second-order parabolic equations (35K10) Gaussian processes (60G15) Sample path properties (60G17) Fractional processes, including fractional Brownian motion (60G22) Random fields (60G60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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Cites work
- Analysis of variations for self-similar processes. A stochastic calculus approach
- Construction of a fundamental solution of a partial differential equation with piecewise constant coefficients
- Covariance measure and stochastic heat equation with fractional noise
- Exact variations for stochastic heat equations with piecewise constant coefficients and application to parameter estimation
- Fractional stochastic heat equation with piecewise constant coefficients
- Generalized fractional Brownian motion
- scientific article; zbMATH DE number 3911357 (Why is no real title available?)
- scientific article; zbMATH DE number 2096694 (Why is no real title available?)
- scientific article; zbMATH DE number 2104024 (Why is no real title available?)
- scientific article; zbMATH DE number 850882 (Why is no real title available?)
- Mixed sub-fractional Brownian motion
- On random walk simulation of one-dimensional diffusion processes with discontinuous coeffi\-cients
- On the mixed fractional Brownian motion
- On the sub-mixed fractional Brownian motion
- One-dimensional heat equation with discontinuous conductance
- One-dimensional stochastic heat equation with discontinuous conductance
- Second order differential operators and Dirichlet integrals with singular coefficients. I: Functional calculus of one-dimensional operators
- Semi-Stable Stochastic Processes
- Spatial quadratic variations for the solution to a stochastic partial differential equation with elliptic divergence form operator
- SPDE with generalized drift and fractional-type noise
- Stochastic analysis of mixed fractional Gaussian processes
- Wiener integrals, Malliavin calculus and covariance measure structure
Cited in
(14)- On mild and weak solutions for stochastic heat equations with piecewise-constant conductivity
- Stochastic heat equation with general rough noise
- Mixed stochastic heat equation with fractional Laplacian and gradient perturbation
- Spatial quadratic variations for the solution to a stochastic partial differential equation with elliptic divergence form operator
- Stochastic heat equation with infinite dimensional fractional noise: L₂-theory
- Fractional stochastic heat equation with piecewise constant coefficients
- SPDE with generalized drift and fractional-type noise
- Generalized heat diffusion equations with variable coefficients and their fractalization from the Black-Scholes equation
- Stochastic heat equation driven by space-only fractional Lévy noise
- Mixed fractional stochastic heat equation with additive fractional-colored noise
- Semilinear stochastic heat equation with piecewise constant coefficients: power variations and parameter estimation
- Spatial regularity of mild solutions for SPDEs with piecewise constant coefficients
- Stochastic fractional PDEs with mixed operators: existence and path regularity
- Stochastic heat equation driven by fractional noise and local time
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