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On the law of the solution to a stochastic heat equation with fractional noise in time.
- Source :
-
Zeitschrift für Kristallographie. Crystalline Materials . Sep2015, Vol. 230 Issue 9/10, p179-186. 8p. - Publication Year :
- 2015
-
Abstract
- 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. Our result is an extension of a result by Swanson. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 21944946
- Volume :
- 230
- Issue :
- 9/10
- Database :
- Academic Search Index
- Journal :
- Zeitschrift für Kristallographie. Crystalline Materials
- Publication Type :
- Academic Journal
- Accession number :
- 109326610
- Full Text :
- https://doi.org/10.1515/rose-2014-0038