Asymptotic behavior of the solution of heat equation driven by fractional white noise

DOI10.1016/j.spl.2011.11.017zbMath1239.60061OpenAlexW1969897271MaRDI QIDQ419191

Jian Song

Publication date: 18 May 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2011.11.017

zbMATH Keywords

asymptotic behaviorstochastic heat equationFeynman-Kac formulamethod of momentsfractional Brownian sheet

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (7)

Intermittency for the wave and heat equations with fractional noise in time ⋮ Asymptotic behavior of the solution of the fractional heat equation ⋮ Exponential asymptotics for time-space Hamiltonians ⋮ Fractional stochastic wave equation driven by a Gaussian noise rough in space ⋮ Temporal asymptotics for fractional parabolic Anderson model ⋮ SPDEs with colored Gaussian noise: a survey ⋮ Asymptotic behavior for high moments of the fractional heat equation with fractional noise

Cites Work

• Unnamed Item
• Feynman-Kac formula for heat equation driven by fractional white noise
• Almost sure exponential behavior of a directed polymer in a fractional Brownian environment
• Almost sure exponential behaviour for a parabolic SPDE on a manifold.
• Almost-sure exponential behavior of a stochastic anderson model with continuous space parameter

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