Chaos expansion and regularity of the local time of the solution to the stochastic heat equation with additive fractional-colored noise

DOI10.11650/tjm.17.2013.2724zbMath1285.60063OpenAlexW2139749887MaRDI QIDQ384919

Ciprian A. Tudor

Publication date: 29 November 2013

Published in: Taiwanese Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: http://journal.taiwanmathsoc.org.tw/index.php/TJM/article/view/2724

zbMATH Keywords

fractional Brownian motionstochastic heat equationlocal timeschaos expansionmultiple Wiener-Itō integralsWatanabe spaces

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Local time and additive functionals (60J55)

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