Harnack inequality and derivative formula for stochastic heat equation with fractional noise

DOI10.1214/18-ECP138zbMath1394.60073OpenAlexW2807392621MaRDI QIDQ1663745

Litan Yan, Xiuwei Yin

Publication date: 23 August 2018

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ecp/1528358640

zbMATH Keywords

stochastic heat equationfractional noisestrong Feller propertyderivative formulaHarnack type inequality

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items

Harnack inequality for stochastic heat equation driven by fractional noise with Hurst index H>½, Harnack inequalities for functional SDEs driven by subordinate fractional Brownian motion, Harnack inequalities for functional SDEs driven by subordinate multifractional Brownian motion

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