An Integration by Parts Formula for Stochastic Heat Equations with Fractional Noise

被引：0
|
作者：
Yin, Xiuwei [1 ]
机构：
[1] Anhui Normal Univ, Dept Stat, Wuhu 241000, Peoples R China
来源：
ACTA MATHEMATICA SCIENTIA | 2023年 / 43卷 / 01期
关键词：
integration by parts formula; stochastic heat equations; fractional Brownian motion; shift Harnack inequality; coupling by change of measures; DRIVEN;
D O I：
10.1007/s10473-023-0119-2
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
In this paper, we establish the integration by parts formula for the solution of fractional noise driven stochastic heat equations using the method of coupling. As an application, we also obtain the shift Harnack inequalities.
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页码：349 / 362
页数：14
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