Some properties of fractional kinetic equation with Gaussian noise rough in space

DOI10.3969/j.issn.1001-4268.2024.01.009MaRDI QIDQ6585941

Weidong Lu, Jun-Feng Liu

Publication date: 12 August 2024

Published in: Chinese Journal of Applied Probability and Statistics (Search for Journal in Brave)

zbMATH Keywords

Malliavin calculusGaussian noiseHölder continuitymoment boundsfractional kinetic equation

Mathematics Subject Classification ID

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)

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