On the law of the solution to a stochastic ...

Document type :
Pré-publication ou Document de travail
Title :
On the law of the solution to a stochastic heat equation with fractional noise in time
Author(s) :
Bourguin, Solesne [Auteur]
Statistique, Analyse et Modélisation Multidisciplinaire (SAmos-Marin Mersenne) [SAMM]
Tudor, Ciprian A. [Auteur]
Laboratoire Paul Painlevé - UMR 8524 [LPP]
English keyword(s) :
Stochastic heat equation
Gaussian noise
bifractional Brownian motion
HAL domain(s) :
Mathématiques [math]/Probabilités [math.PR]
English abstract : [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 ...
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Language :
Anglais
Collections :
Source :
Harvested from HAL
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