On the Distribution and q-Variation of the Solution to the Heat Equation with Fractional Laplacian

• Autorzy: Khalil Z. Mahdi , Tudor C. A.

Identyfikatory

DOI

10.19195/0208-4147.39.2.5

• Języki publikacji: EN

Abstrakty

EN

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.

Słowa kluczowe

EN

stochastic heat equation; fractional Brownian motion; fractional Laplacian; quadratic variation

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 2019
• Tom: Vol. 39, Fasc. 2
• Strony: 315--335
• Opis fizyczny: Bibliogr. 24 poz.

Twórcy

autor

Khalil Z. Mahdi

• Laboratoire Paul Painlevé, CNRS UMR 8524, Université de Lille, 59655 Villeneuve d’Ascq, France

autor

Tudor C. A.

• Laboratoire Paul Painlevé, CNRS UMR 8524, Université de Lille, 59655 Villeneuve d’Ascq, France

Bibliografia

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Uwagi

Opracowanie rekordu ze środków MNiSW, umowa Nr 461252 w ramach programu "Społeczna odpowiedzialność nauki" - moduł: Popularyzacja nauki i promocja sportu (2020).