Local times of the solution to stochastic heat equation with fractional noise

MaRDI QIDQ5209037zbMATH OpenFDO

Authors Zhi Wang, Litan Yan, Xianye Yu

Publication date 22 January 2020

zbMATH Keywords

chaos expansioncollision local timefractional noiseintersection local timestochastic heat equation

Mathematics Subject Classification ID

Heat equation (35K05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Local time and additive functionals (60J55)

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Cited in

(6)

• Zero noise limit of a stochastic differential equation involving a local time
• Stochastic solutions for time-fractional heat equations with complex spatial variables
• Chaos expansion and regularity of the local time of the solution to the stochastic heat equation with additive fractional-colored noise
• Additive functionals of the solution to fractional stochastic heat equation
• Self-intersection local time derivative for systems of non-linear stochastic heat equations
• Stochastic heat equation driven by fractional noise and local time

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