On the law of the solution to a stochastic ...
Type de document :
Pré-publication ou Document de travail
Titre :
On the law of the solution to a stochastic heat equation with fractional noise in time
Auteur(s) :
Bourguin, Solesne [Auteur]
Statistique, Analyse et Modélisation Multidisciplinaire (SAmos-Marin Mersenne) [SAMM]
Tudor, Ciprian A. [Auteur]
Laboratoire Paul Painlevé - UMR 8524 [LPP]
Statistique, Analyse et Modélisation Multidisciplinaire (SAmos-Marin Mersenne) [SAMM]
Tudor, Ciprian A. [Auteur]
Laboratoire Paul Painlevé - UMR 8524 [LPP]
Mot(s)-clé(s) en anglais :
Stochastic heat equation
Gaussian noise
bifractional Brownian motion
Gaussian noise
bifractional Brownian motion
Discipline(s) HAL :
Mathématiques [math]/Probabilités [math.PR]
Résumé en anglais : [en]
We study the law of the solution to the stochastic heat equation with additive Gaussian noise which behaves as the fractional Brownian motion in time and is white in space. We prove a decomposition of the solution in terms ...
Lire la suite >We study the law of the solution to the stochastic heat equation with additive Gaussian noise which behaves as the fractional Brownian motion in time and is white in space. We prove a decomposition of the solution in terms of the bifractional Brownian motion.Lire moins >
Lire la suite >We study the law of the solution to the stochastic heat equation with additive Gaussian noise which behaves as the fractional Brownian motion in time and is white in space. We prove a decomposition of the solution in terms of the bifractional Brownian motion.Lire moins >
Langue :
Anglais
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- 1110.2597
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