On a semilinear mixed fractional heat equation driven by fractional Brownian sheet
DOI10.1186/s13661-016-0736-yzbMath1355.60087OpenAlexW2569012498WikidataQ59527134 ScholiaQ59527134MaRDI QIDQ501941
Publication date: 10 January 2017
Published in: Boundary Value Problems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13661-016-0736-y
Malliavin calculusHölder regularity\(p\)-variationfractional Brownian sheetstochastic fractional heat equation
Fractional processes, including fractional Brownian motion (60G22) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Related Items (3)
Cites Work
- Feynman-Kac formula for the heat equation driven by fractional noise with Hurst parameter \(H < 1/2\)
- Global heat kernel estimate for relativistic stable processes in exterior open sets
- A note on intermittency for the fractional heat equation
- The high-order SPDEs driven by multi-parameter fractional noises
- Feynman-Kac formula for heat equation driven by fractional white noise
- Stochastic generalized Burgers equations driven by fractional noises
- On a stochastic heat equation with first order fractional noises and applications to finance
- Stochastic heat equation driven by fractional noise and local time
- Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's
- Dirichlet heat kernel estimates for \(\Delta ^{\alpha /2} + \delta ^{\beta /2}\)
- Stochastic heat equation with multiplicative fractional-colored noise
- On a semilinear stochastic partial differential equation with double-parameter fractional noises
- Recent developments on stochastic heat equation with additive fractional-colored noise
- Heat kernel estimates for jump processes of mixed types on metric measure spaces
- Fractal first-order partial differential equations
- Heat kernel estimates for stable-like processes on \(d\)-sets.
- Retarded Neutral Stochastic Equations Driven by Multiplicative Fractional Brownian Motion
- FRACTIONAL BROWNIAN MOTION AND STOCHASTIC EQUATIONS IN HILBERT SPACES
- The Malliavin Calculus and Related Topics
- SPDEs driven by space-time white noise in high dimensions: absolute continuity of the law and convergence of solutions
- Heat kernel estimates for Δ+Δ α /2 in C 1, 1 open sets
- On a Class of Stochastic Anderson Models with Fractional Noises
- Recent Advances Related to SPDEs with Fractional Noise
- Cahn-Hilliard stochastic equation: Existence of the solution and of its density
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: On a semilinear mixed fractional heat equation driven by fractional Brownian sheet