Feynman-Kac formula for the heat equation driven by fractional noise with Hurst parameter \(H < 1/2\)
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Publication:428140
DOI10.1214/11-AOP649zbMath1253.60074arXiv1007.5507MaRDI QIDQ428140
Yaozhong Hu, David Nualart, Fei Lu
Publication date: 19 June 2012
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1007.5507
Fractional processes, including fractional Brownian motion (60G22) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)
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Cites Work
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