On the distribution and q-variation of the solution to the heat equation with fractional Laplacian

Autor

  • Ciprian A. Tudor
  • Zeina Mahdi Khalil

DOI:

https://doi.org/10.19195/0208-4147.39.2.5

Słowa kluczowe:

Stochastic heat equation, fractional Brownian motion, fractional Laplacian, quadratic variation

Abstrakt

We study the probability distribution of the solution to the linear stochastic heat equation with fractional Laplacian and white noise in time and white or correlated noise in space. As an application, we deduce the behavior of the q-variations of the solution in time and in space.

Pobrania

Opublikowane

2019-12-19

Numer

Dział

Artykuły [1035]