The fractional stochastic heat equation on the circle: Time regularity and potential theory

DOI10.1016/j.spa.2008.07.009zbMath1170.60024arXiv0710.3952OpenAlexW2065573175MaRDI QIDQ1016627

Eulalia Nualart, Frederi G. Viens

Publication date: 6 May 2009

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0710.3952

zbMATH Keywords

path regularityHitting probabilitiesstochastic heat equation, fractional Brownian motion

Mathematics Subject Classification ID

Gaussian processes (60G15) Sample path properties (60G17) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (12)

Influence of numerical discretizations on hitting probabilities for linear stochastic parabolic systems ⋮ Optimal Hölder continuity and hitting probabilities for SPDEs with rough fractional noises ⋮ Can the stochastic wave equation with strong drift hit zero? ⋮ Regularity properties of the solution to a stochastic heat equation driven by a fractional Gaussian noise on \(\mathbb{S}^2\) ⋮ The stochastic wave equation with fractional noise: a random field approach ⋮ Hitting probabilities of a Brownian flow with radial drift ⋮ Hitting probabilities for nonlinear systems of stochastic waves ⋮ Sample paths of the solution to the fractional-colored stochastic heat equation ⋮ On some properties of a class of fractional stochastic heat equations ⋮ Spectral conditions for strong local nondeterminism and exact Hausdorff measure of ranges of Gaussian random fields ⋮ Reflected SPDEs driven by fractional noises ⋮ Motion of inertial particles in Gaussian fields driven by an infinite-dimensional fractional Brownian motion

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• The Malliavin Calculus and Related Topics
• Multiparameter Processes
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