Temporal variation for fractional heat equations with additive white noise
type: Item
instance of: scholarly article
title: Temporal variation for fractional heat equations with additive white noise
zbMATH Open document ID: 1342.60053
author: Jing Cui
author: Yumiao Li
author: Litan Yan
published in: Boundary Value Problems
publication date: 2016-08-08T00:00:00Z
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 60H15
zbMATH DE Number: 6609968
zbMATH Keywords: fractional heat equation
zbMATH Keywords: stochastic integral
zbMATH Keywords: Itō formula
zbMATH Keywords: quadratic covariation
zbMATH Keywords: local time
Wikidata QID: Q59466932
MaRDI profile type: Publication
full work available at URL: s13661-016-0630-7
OpenAlex ID: W2465675708
cites work: Variations of the solution to a stochastic heat equation
cites work: Parameter Estimates and Exact Variations for Stochastic Heat Equations Driven by Space-Time White Noise
cites work: Quadratic covariation and Itô's formula for smooth nondegenerate martingales
cites work: A mild Itô formula for SPDEs
cites work: Malliavin Calculus for Fractional Heat Equation
cites work: Solutions of stochastic partial differential equations considered as Dirichlet processes
cites work: Itô's- and Tanaka's-type formulae for the stochastic heat equation: The linear case
cites work: Additive functionals of the solution to fractional stochastic heat equation
cites work: Itô's formula for linear fractional PDEs
cites work: Quadratic variations for the fractional-colored stochastic heat equation
cites work: Sample paths of the solution to the fractional-colored stochastic heat equation
cites work: Chaos expansion and regularity of the local time of the solution to the stochastic heat equation with additive fractional-colored noise
cites work: On the solution process for a stochastic fractional partial differential equation driven by space-time white noise
cites work: Q3375717
cites work: Some Theorems on Stable Processes
cites work: Stochastic calculus with respect to Gaussian processes
cites work: The Malliavin Calculus and Related Topics
cites work: Ito formula for \(C^ 1\)-functions of semimartingales
cites work: The generalized quadratic covariation for fractional Brownian motion with Hurst index less than 1/2
cites work: Approximation at first and second order of {\(m\)}-order integrals of the fractional {B}rownian motion and of certain semimartingales
cites work: Quadratic covariation and an extension of Itô's formula
cites work: Integration with respect to local time
cites work: Occupation densities
cites work: Q3933721
cites work: Two-parameter \(p,q\)-variation paths and integrations of local times
cites work: Local time rough path for Lévy processes
cites work: Local time and stochastic area integrals
cites work: A change-of-variable formula with local time on curves
cites work: The generalized Bouleau-Yor identity for a sub-fractional Brownian motion
cites work: Integration with respect to fractional local time with Hurst index \(1/2 < \text H < 1\)
DOI: 10.1186/S13661-016-0630-7
description: scientific article; zbMATH DE number 6609968