Additive functionals of the solution to fractional stochastic heat equation

DOI10.1007/s00041-013-9272-7zbMath1305.60052OpenAlexW2002893773MaRDI QIDQ485173

Ciprian A. Tudor, Hanae Ouahhabi

Publication date: 9 January 2015

Published in: The Journal of Fourier Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00041-013-9272-7

zbMATH Keywords

fractional Brownian motionfractional stochastic heat equation

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (11)

Local nondeterminism and local times of the stochastic wave equation driven by fractional-colored noise ⋮ Some properties of the solution to fractional heat equation with a fractional Brownian noise ⋮ Covariance measure and stochastic heat equation with fractional noise ⋮ Sample paths of the solution to the fractional-colored stochastic heat equation ⋮ On Besov regularity and local time of the solution to the stochastic heat equation ⋮ Stochastic elastic equation driven by multiplicative multi-parameter fractional noise ⋮ SPDE with generalized drift and fractional-type noise ⋮ Temporal variation for fractional heat equations with additive white noise ⋮ Quadratic covariations for the solution to a stochastic heat equation with space-time white noise ⋮ Decomposition and Limit Theorems for a Class of Self-Similar Gaussian Processes ⋮ Recent developments on stochastic heat equation with additive fractional-colored noise

Cites Work

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• On bifractional Brownian motion
• The Malliavin Calculus and Related Topics
• Images of the Brownian sheet
• Itô's formula for linear fractional PDEs
• Wiener Integrals with Respect to the Hermite Process and a Non-Central Limit Theorem

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