Itô's formula for linear fractional PDEs

DOI10.1080/17442500701661687zbMath1157.60064arXivmath/0610753OpenAlexW2089588641MaRDI QIDQ3541201

Samy Tindel, Jorge A. Leon

Publication date: 25 November 2008

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0610753

zbMATH Keywords

heat equationfractional Brownian motionstochastic integralItô's formula

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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