Stochastic heat equation with rough dependence in space

DOI10.1214/16-AOP1172zbMath1393.60066arXiv1505.04924MaRDI QIDQ682274

Khoa Lê, Samy Tindel, David Nualart, Jingyu Huang, Yaozhong Hu

Publication date: 14 February 2018

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1505.04924

zbMATH Keywords

fractional Brownian motionstochastic heat equationFeynman-Kac formulaintermittencyWiener chaos expansion

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30)

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