A connection between the stochastic heat equation and fractional Brownian motion, and a simple proof of a result of Talagrand (Q1038937)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A connection between the stochastic heat equation and fractional Brownian motion, and a simple proof of a result of Talagrand |
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A connection between the stochastic heat equation and fractional Brownian motion, and a simple proof of a result of Talagrand (English)
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20 November 2009
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heat equation
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white noise
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stochastic partial differential equations
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