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A full discretization of the rough fractional linear heat equation - MaRDI portal

A full discretization of the rough fractional linear heat equation

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Publication:6368010

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DOI10.1214/22-EJP839arXiv2105.08977MaRDI QIDQ6368010

Renaud Marty, Aurélien Deya

Publication date: 19 May 2021

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Heat equation (35K05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Fractional partial differential equations (35R11) Numerical analysis (65-XX)

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