Stochastic Heat Equation with Multiplicative Fractional-Colored Noise

Author:

Balan Raluca M.,Tudor Ciprian A.

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

Reference36 articles.

1. Balan, R.M., Tudor, C.A.: The stochastic heat equation with fractional-colored noise: existence of the solution. Latin Am. J. Probab. Math. Stat. 4, 57–87 (2008)

2. Balan, R.M., Tudor, C.A.: Erratum to: “The stochastic heat equation with fractional-colored noise: existence of the solution”. Latin Am. J. Probab. Math. Stat. (2009, in press)

3. Bayraktar, E., Poor, V., Sircar, R.: Estimating the fractal dimension of the SP 500 index using wavelet analysis. Int. J. Theor. Appl. Financ. 7, 615–643 (2004)

4. Billingsley, P.: Convergence of Probability Measures. Wiley, New York (1968)

5. Billingsley, P.: Probability and Measure, 3rd edn. Wiley, New York (1995)

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