scientific article; zbMATH DE number 7709546
zbMATH Open1515.60170MaRDI QIDQ6168060FDOQ6168060
Authors: Ciprian A. Tudor
Publication date: 10 July 2023
Full work available at URL: https://gradmath.org/2023/01/12/fractional-stochastic-heat-equation-with-hermite-noise/
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- Ergodic properties of the solution to a fractional stochastic heat equation, with an application to diffusion parameter estimation
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- Some properties of the solution to fractional heat equation with a fractional Brownian noise
fractional Laplacianmultiple stochastic integralsstochastic heat equationWiener chaosHermite processmultiparameter stochastic processes
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05)
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Cited In (5)
- Stochastic heat equation driven by fractional noise and local time
- The linear stochastic heat equation with Hermite noise
- Quadratic variations for the fractional-colored stochastic heat equation
- Behavior with respect to the Hurst index of the Wiener Hermite integrals and application to SPDEs
- Fractional random fields associated with stochastic fractional heat equations
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