Recent developments on stochastic heat equation with additive fractional-colored noise

被引：16

作者：

Tudor, Ciprian A. ^{[1
,2
]}

机构：

[1] Univ Lille 1, Lab Paul Painleve, F-59655 Villeneuve Dascq, France

[2] Acad Econ Studies, Bucharest Ctr Appl Math, Bucharest, Romania

来源：

FRACTIONAL CALCULUS AND APPLIED ANALYSIS | 2014年 / 17卷 / 01期

关键词：

fractional Brownian motion (fBm); bifractional Brownian motion; stochastic heat equation; Holder continuity; Wiener integral;

D O I：

10.2478/s13540-014-0164-6

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We expose some recent and less recent results related to the existence and the basic properties of the solution to the linear stochastic heat equation with additive Gaussian noise. We will make a comparative study of the behavior of the solution in function of the covariance structure of the driving noise.

引用

页码：224 / 246

页数：23

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