An integration by parts formula for stochastic heat equations with fractional noise
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Publication:2088166
DOI10.1007/s10473-023-0119-2OpenAlexW4306685604MaRDI QIDQ2088166
Publication date: 21 October 2022
Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10473-023-0119-2
fractional Brownian motionintegration by parts formulastochastic heat equationsshift Harnack inequalitycoupling by change of measures
Fractional processes, including fractional Brownian motion (60G22) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Cites Work
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