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

zbMATH Open1449.60123MaRDI QIDQ5209037FDOQ5209037

Authors: Zhi Wang, Litan Yan, Xianye Yu 

Publication date: 22 January 2020

Recommendations

• Stochastic heat equation driven by fractional noise and local time
• Additive functionals of the solution to fractional stochastic heat equation
• Chaos expansion and regularity of the local time of the solution to the stochastic heat equation with additive fractional-colored noise
• Stochastic heat equation with multiplicative fractional-colored noise
• Local times for systems of non-linear stochastic heat equations

zbMATH Keywords

stochastic heat equationchaos expansionfractional noiseintersection local timecollision local time

Mathematics Subject Classification ID

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

Cited In (6)

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

This page was built for publication: Local times of the solution to stochastic heat equation with fractional noise

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5209037)