On a stochastic heat equation with first order fractional noises and applications to finance

DOI10.1016/j.jmaa.2012.07.003zbMath1251.60054OpenAlexW2003406926MaRDI QIDQ714080

Xingchun Wang, Yiming Jiang, Yong Jin Wang

Publication date: 19 October 2012

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

Full work available at URL: https://doi.org/10.1016/j.jmaa.2012.07.003

zbMATH Keywords

regularityexistence and uniquenessterm structureadjoint operatorarbitrary-freefirst order noise

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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