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On the law of the solution to a stochastic heat equation with fractional noise in time.

Authors :
Bourguin, Solesne
Tudor, Ciprian A.
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