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

被引：1

作者：

Bourguin, Solesne ^{[1
]}

Tudor, Ciprian A. ^{[2
]}

机构：

[1] Carnegie Mellon Univ, Dept Math Sci, Pittsburgh, PA 15213 USA

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

来源：

RANDOM OPERATORS AND STOCHASTIC EQUATIONS | 2015年 / 23卷 / 03期

关键词：

Stochastic heat equation; Gaussian noise; bifractional Brownian motion;

D O I：

10.1515/rose-2014-0038

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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.

引用

页码：179 / 186

页数：8

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