Self-intersection local time derivative for systems of non-linear stochastic heat equations

DOI10.1063/5.0117488MaRDI QIDQ6097828zbMATH OpenFDO

Authors Qian Yu

Publication date 7 June 2023

Published in Journal of Mathematical Physics (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Heat equation (35K05) PDEs with randomness, stochastic partial differential equations (35R60)

Recommendations

• Local times for systems of non-linear stochastic heat equations
• Local times of the solution to stochastic heat equation with fractional noise
• Higher-order derivative of self-intersection local time for fractional Brownian motion
• Stochastic heat equation driven by fractional noise and local time
• Existence, renormalization, and regularity properties of higher order derivatives of self-intersection local time of fractional Brownian motion

Cites work

• scientific article; zbMATH DE number 3984248 (Why is no real title available?)
• scientific article; zbMATH DE number 2149888 (Why is no real title available?)
• Asymptotic properties for \(q\)-th chaotic component of derivative of self-intersection local time of fractional Brownian motion
• Asymptotic properties of the derivative of self-intersection local time of fractional Brownian motion
• Derivative for self-intersection local time of multidimensional fractional Brownian motion
• Derivative of intersection local time of independent symmetric stable motions
• Derivatives of local times for some Gaussian fields
• Derivatives of local times for some Gaussian fields. II
• Existence and Hölder continuity conditions for self-intersection local time of Rosenblatt process
• Existence, renormalization, and regularity properties of higher order derivatives of self-intersection local time of fractional Brownian motion
• Fractional smoothness of derivative of self-intersection local times with respect to bi-fractional Brownian motion
• Functional limit theorem for the self-intersection local time of the fractional Brownian motion
• Higher-order derivative of intersection local time for two independent fractional Brownian motions
• Higher-order derivative of self-intersection local time for fractional Brownian motion
• Hitting probabilities for systems of non-linear stochastic heat equations with multiplicative noise
• Hitting probabilities for systems of nonlinear stochastic heat equations with additive noise
• Hitting properties of a random string
• Hölder conditions for the local times and the Hausdorff measure of the level sets of Gaussian random fields
• Hölder continuity and occupation-time formulas for fBm self-intersection local time and its derivative
• Local times for systems of non-linear stochastic heat equations
• On the Tanaka formula for the derivative of self-intersection local time of fractional Brownian motion
• Renormalized self-intersection local time for fractional Brownian motion
• Self-intersection local times and collision local times of bifractional Brownian motions
• Smoothness of higher order derivative of self-intersection local time for fractional Brownian motion
• The intersection local time of fractional Brownian motion in the plane

Cited in

(1)

• Local times for systems of non-linear stochastic heat equations

This page was built for publication: Self-intersection local time derivative for systems of non-linear stochastic heat equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6097828)