Decompositions of stochastic convolution driven by a white-fractional Gaussian noise

Author:

Wang Ran,Zhang Shiling

Publisher

Springer Science and Business Media LLC

Subject

Mathematics (miscellaneous)

Reference26 articles.

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3. Dalang R C. Extending martingale measure stochastic integral with applications to spatially homogeneous s.p.d.e’s. Electron J Probab, 1999, 4(6): 1–29

4. Foondun M, Khoshnevisan D, Mahboubi P. Analysis of the gradient of the solution to a stochastic heat equation via fractional Brownian motion. Stoch Partial Differ Equ Anal Comput, 2015, 3: 133–158

5. Harnett D, Nualart D. Decomposition and limit theorems for a class of self-similar Gaussian processes. In: Baudoin F, Peterson J, eds. Stochastic Analysis and Related Topics—A Festschrift in Honor of Rodrigo Bañuelos. Progr Probab, Vol 72. Basel: Birkhauser/Springer, 2017, 99–116

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1. Temporal properties of the stochastic fractional heat equation with spatially-colored noise;Theory of Probability and Mathematical Statistics;2024-05-10

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