Stochastic heat equation driven by fractional noise and local time
From MaRDI portal
Publication:957728
DOI10.1007/s00440-007-0127-5zbMath1152.60331arXiv0704.1824OpenAlexW2092630121MaRDI QIDQ957728
Publication date: 1 December 2008
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0704.1824
Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Related Items (85)
Intermittency for the hyperbolic Anderson model with rough noise in space ⋮ Sharp mean-square regularity results for SPDEs with fractional noise and optimal convergence rates for the numerical approximations ⋮ Solving a nonlinear fractional stochastic partial differential equation with fractional noise ⋮ Well-posedness of stochastic KdV-BO equation driven by fractional Brownian motion ⋮ Intermittency for the wave and heat equations with fractional noise in time ⋮ Spatial asymptotics for the parabolic Anderson models with generalized time-space Gaussian noise ⋮ Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions ⋮ Some properties of the solution to fractional heat equation with a fractional Brownian noise ⋮ Fractional stochastic Volterra equation perturbed by fractional Brownian motion ⋮ On ill-posedness of nonlinear stochastic wave equations driven by rough noise ⋮ On a modelled rough heat equation ⋮ Intermittency for the stochastic heat equation driven by a rough time fractional Gaussian noise ⋮ On the necessary and sufficient conditions to solve a heat equation with general additive Gaussian noise ⋮ Joint Hölder continuity of parabolic Anderson model ⋮ Some recent progress on stochastic heat equations ⋮ Spatial averages for the Parabolic Anderson model driven by rough noise ⋮ Stochastic fractional heat equations driven by fractional noises ⋮ On the chaotic character of the stochastic heat equation. II ⋮ The stochastic wave equation with fractional noise: a random field approach ⋮ Parabolic Anderson model with a fractional Gaussian noise that is rough in time ⋮ Elementary Pathwise Methods for Nonlinear Parabolic and Transport Type Stochastic Partial Differential Equations with Fractal Noise ⋮ Chung's law of the iterated logarithm for anisotropic Gaussian random fields ⋮ Averaging Gaussian functionals ⋮ Moment bounds for a generalized Anderson model with Gaussian noise rough in space ⋮ Continuity in law for solutions of SPDES with space-time homogeneous Gaussian noise ⋮ On a nonlinear stochastic pseudo-differential equation driven by fractional noise ⋮ Central limit theorems for heat equation with time-independent noise: The regular and rough cases ⋮ Feynman-Kac formula for heat equation driven by fractional white noise ⋮ Moment bounds of a class of stochastic heat equations driven by space-time colored noise in bounded domains ⋮ Solvability of parabolic Anderson equation with fractional Gaussian noise ⋮ Feynman-Kac formula for iterated derivatives of the parabolic Anderson model ⋮ Precise intermittency for the parabolic Anderson equation with an \((1+1)\)-dimensional time-space white noise ⋮ Exponential asymptotics for time-space Hamiltonians ⋮ Stochastic heat equation with Ornstein-Uhlenbeck operator ⋮ Feynman-Kac formula for the heat equation driven by fractional noise with Hurst parameter \(H < 1/2\) ⋮ Intermittency for the parabolic Anderson model of Skorohod type driven by a rough noise ⋮ Fractional stochastic wave equation driven by a Gaussian noise rough in space ⋮ Numerical schemes for rough parabolic equations ⋮ Stochastic elastic equation driven by multiplicative multi-parameter fractional noise ⋮ Large time asymptotics for the parabolic Anderson model driven by space and time correlated noise ⋮ Parabolic Anderson model on Heisenberg groups: the Itô setting ⋮ On a jump-type stochastic fractional partial differential equation with fractional noises ⋮ Stochastic heat equation with multiplicative fractional-colored noise ⋮ On a class of stochastic partial differential equations ⋮ Unnamed Item ⋮ Ergodic properties of the solution to a fractional stochastic heat equation, with an application to diffusion parameter estimation ⋮ A note on intermittency for the fractional heat equation ⋮ On a fractional SPDE driven by fractional noise and a pure jump Lévy noise in \(\mathbb{R}^d\) ⋮ The stochastic wave equation with multiplicative fractional noise: A Malliavin calculus approach ⋮ Sharp space-time regularity of the solution to stochastic heat equation driven by fractional-colored noise ⋮ Estimation of the Hurst and diffusion parameters in fractional stochastic heat equation ⋮ On a semilinear mixed fractional heat equation driven by fractional Brownian sheet ⋮ On a mixed fractional Burgers type equation with polynomial nonlinearity and perturbed by fractional Brownian sheet ⋮ Generalized Anderson model with time-space multiplicative fractional noise ⋮ Temporal asymptotics for fractional parabolic Anderson model ⋮ Burgers' system with a fractional Brownian random force ⋮ Weak convergence for the fourth-order stochastic heat equation with fractional noises ⋮ On the stochastic heat equation with spatially-colored random forcing ⋮ Two-point correlation function and Feynman-Kac formula for the stochastic heat equation ⋮ SPDEs with colored Gaussian noise: a survey ⋮ Free energy in a mean field of Brownian particles ⋮ On the large-scale structure of the tall peaks for stochastic heat equations with fractional Laplacian ⋮ On a semilinear stochastic partial differential equation with double-parameter fractional noises ⋮ SOME LINEAR SPDEs DRIVEN BY A FRACTIONAL NOISE WITH HURST INDEX GREATER THAN 1/2 ⋮ Fractional kinetic equation driven by general space-time homogeneous Gaussian noise ⋮ Stochastic Burgers' equation driven by fractional Brownian motion ⋮ Analysis of a stratified Kraichnan flow ⋮ Dense blowup for parabolic SPDEs ⋮ Hyperbolic Anderson Model with space-time homogeneous Gaussian noise ⋮ Stochastic elastic equation driven by fractional Brownian motion ⋮ Large deviation principle for a space-time fractional stochastic heat equation with fractional noise ⋮ Parabolic Anderson model with space-time homogeneous Gaussian noise and rough initial condition ⋮ Spatial asymptotic of the stochastic heat equation with compactly supported initial data ⋮ Gradient type noises. II: Systems of stochastic partial differential equations ⋮ Moment estimates for some renormalized parabolic Anderson models ⋮ Schrödinger equation with Gaussian potential ⋮ Scaling limit of a directed polymer among a Poisson field of independent walks ⋮ A \(K\)-rough path above the space-time fractional Brownian motion ⋮ Spatial Stationarity, Ergodicity, and CLT for Parabolic Anderson Model with Delta Initial Condition in Dimension $d\geq 1$ ⋮ Parabolic Anderson model with rough or critical Gaussian noise ⋮ A full discretization of the rough fractional linear heat equation ⋮ Quantitative central limit theorems for the parabolic Anderson model driven by colored noises ⋮ An integration by parts formula for stochastic heat equations with fractional noise ⋮ Stratonovich solution for the wave equation ⋮ Stochastic Korteweg-de Vries equation driven by fractional Brownian motion
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Young integrals and SPDEs
- Forward, backward and symmetric stochastic integration
- Linear stochastic differential equations and Wick products
- Weighted stochastic Sobolev spaces and bilinear SPDEs driven by space-time white noise
- Evolution equations driven by a fractional Brownian motion
- Stochastic evolution equations with fractional Brownian motion
- Integration questions related to fractional Brownian motion
- A singular parabolic {A}nderson model
- Self-intersection local time: critical exponent, large deviations, and laws of the iterated logarithm
- Renormalized self-intersection local time for fractional Brownian motion
- Generalized Brownian functionals and the solution to a stochastic partial differential equation
- FRACTIONAL BROWNIAN MOTION AND STOCHASTIC EQUATIONS IN HILBERT SPACES
- Fractional Bilinear Stochastic Equations with the Drift in the First Fractional Chaos
- The Malliavin Calculus and Related Topics
- System Control and Rough Paths
- Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion
- Heat equations with fractional white noise potentials
This page was built for publication: Stochastic heat equation driven by fractional noise and local time