Sharp Gaussian regularity on the circle, and applications to the fractional stochastic heat equation
From MaRDI portal
Publication:705317
DOI10.1016/j.jfa.2003.12.002zbMath1063.60051OpenAlexW2156290951MaRDI QIDQ705317
Samy Tindel, Ciprian A. Tudor, Frederi G. Viens
Publication date: 26 January 2005
Published in: Journal of Functional Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jfa.2003.12.002
Gaussian processes (60G15) Sample path properties (60G17) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fourier coefficients, Fourier series of functions with special properties, special Fourier series (42A16)
Related Items (16)
Correlation structure, quadratic variations and parameter estimation for the solution to the wave equation with fractional noise ⋮ The continuity, regularity and polynomial stability of mild solutions for stochastic 2D-Stokes equations with unbounded delay driven by tempered fractional Gaussian noise ⋮ Supremum concentration inequality and modulus of continuity for sub-\(n\)th chaos processes ⋮ Regularity properties of the solution to a stochastic heat equation driven by a fractional Gaussian noise on \(\mathbb{S}^2\) ⋮ Sample paths of the solution to the fractional-colored stochastic heat equation ⋮ Exact uniform modulus of continuity for \(q\)-isotropic Gaussian random fields ⋮ Spectral conditions for strong local nondeterminism and exact Hausdorff measure of ranges of Gaussian random fields ⋮ Regularity analysis for stochastic partial differential equations with nonlinear multiplicative trace class noise ⋮ Well-posedness and optimal regularity of stochastic evolution equations with multiplicative noises ⋮ Sharp asymptotics for the partition function of some continuous-time directed polymers ⋮ Skorohod integration and stochastic calculus beyond the fractional Brownian scale ⋮ Sharp estimation of the almost-sure Lyapunov exponent for the Anderson model in continuous space ⋮ Gaussian and non-Gaussian processes of zero power variation ⋮ The fractional stochastic heat equation on the circle: Time regularity and potential theory ⋮ Gradient type noises. II: Systems of stochastic partial differential equations ⋮ Itô formula for the two-parameter fractional Brownian motion using the extended divergence operator
Cites Work
- Unnamed Item
- Unnamed Item
- Regularity of Gaussian processes
- Stochastic analysis of the fractional Brownian motion
- A parabolic stochastic differential equation with fractional Brownian motion input
- Evolution equations driven by a fractional Brownian motion
- Stochastic evolution equations with fractional Brownian motion
- Nonlinear stochastic wave and heat equations
- On space-time regularity for the stochastic heat equation on Lie groups
- FRACTIONAL BROWNIAN MOTION AND STOCHASTIC EQUATIONS IN HILBERT SPACES
- Stochastic integration with respect to the fractional Brownian motion
- Mittag-Leffler's Function and Stochastic Linear Volterra Equations of Convolution Type
- Stochastic calculus with respect to Gaussian processes
This page was built for publication: Sharp Gaussian regularity on the circle, and applications to the fractional stochastic heat equation