Stochastic heat equation with fractional Laplacian and fractional noise: existence of the solution and analysis of its density

DOI10.1016/S0252-9602(17)30091-7zbMath1399.60110OpenAlexW2759220225MaRDI QIDQ1752108

Ciprian A. Tudor, Jun-Feng Liu

Publication date: 25 May 2018

Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0252-9602(17)30091-7

zbMATH Keywords

fractional Brownian motionMalliavin calculusstochastic partial differential equationGaussian density estimates

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Fractional partial differential equations (35R11)

Related Items (3)

Stochastic diffusion equation with fractional Laplacian on the first quadrant ⋮ Nonlinear fractional stochastic heat equation driven by Gaussian noise rough in space ⋮ Density estimates for the exponential functionals of fractional Brownian motion

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