Stochastic heat equation driven by fractional noise and local time
From MaRDI portal
Publication:957728
DOI10.1007/s00440-007-0127-5zbMath1152.60331arXiv0704.1824MaRDI 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
60H07: Stochastic calculus of variations and the Malliavin calculus
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
Related Items
On a nonlinear stochastic pseudo-differential equation driven by fractional noise, Hyperbolic Anderson Model with space-time homogeneous Gaussian noise, On the stochastic heat equation with spatially-colored random forcing, SOME LINEAR SPDEs DRIVEN BY A FRACTIONAL NOISE WITH HURST INDEX GREATER THAN 1/2, On a class of stochastic partial differential equations, Stochastic Korteweg-de Vries equation driven by fractional Brownian motion, 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, Fractional stochastic Volterra equation perturbed by fractional Brownian motion, On a modelled rough heat equation, On the chaotic character of the stochastic heat equation. II, Feynman-Kac formula for the heat equation driven by fractional noise with Hurst parameter \(H < 1/2\), Numerical schemes for rough parabolic equations, On a jump-type stochastic fractional partial differential equation with fractional noises, A note on intermittency for the fractional heat equation, On a semilinear mixed fractional heat equation driven by fractional Brownian sheet, Weak convergence for the fourth-order stochastic heat equation with fractional noises, Two-point correlation function and Feynman-Kac formula for the stochastic heat equation, The stochastic wave equation with fractional noise: a random field approach, Chung's law of the iterated logarithm for anisotropic Gaussian random fields, Feynman-Kac formula for heat equation driven by fractional white noise, The stochastic wave equation with multiplicative fractional noise: A Malliavin calculus approach, Precise intermittency for the parabolic Anderson equation with an \((1+1)\)-dimensional time-space white noise, Exponential asymptotics for time-space Hamiltonians, Stochastic Burgers' equation driven by fractional Brownian motion, Gradient type noises. II: Systems of stochastic partial differential equations, Stochastic heat equation with multiplicative fractional-colored noise, On a semilinear stochastic partial differential equation with double-parameter fractional noises, 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, Stochastic elastic equation driven by fractional Brownian motion, Elementary Pathwise Methods for Nonlinear Parabolic and Transport Type Stochastic Partial Differential Equations with Fractal Noise, Stochastic elastic equation driven by multiplicative multi-parameter fractional noise, Burgers' system with a fractional Brownian random force
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