Solvability of Parabolic Anderson Equation with Fractional Gaussian Noise-Reference-Cited by-同舟云学术

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Solvability of Parabolic Anderson Equation with Fractional Gaussian Noise

Published:2022-11-03 Issue: Volume: Page:
ISSN:2194-6701
Container-title:Communications in Mathematics and Statistics
language:en
Short-container-title:Commun. Math. Stat.

Author:

Chen Zhen-Qing^ORCID,Hu Yaozhong

Funder

Simons Foundation

Canadian Network for Research and Innovation in Machining Technology

Natural Sciences and Engineering Research Council of Canada

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Computational Mathematics,Statistics and Probability

Link

https://link.springer.com/content/pdf/10.1007/s40304-021-00264-5.pdf

Reference16 articles.

1. Chen, L., Hu, Y., Kalbasi, K., Nualart, D.: Intermittency for the stochastic heat equation driven by a rough time fractional Gaussian noise. Probab. Theory Related Fields 171, 431–457 (2018)

2. Chen, X.: Parabolic Anderson model with rough or critical Gaussian noise. Ann. Inst. Henri Poincaré Probab. Stat. 55, 941–976 (2019)

3. Chen, X.: Parabolic Anderson model with a fractional Gaussian noise that is rough in time. Ann. Inst. Henri Poincaré Probab. Stat. 56, 792–825 (2020)

4. Dalang, R.: Extending the martingale measure stochastic integral with applications to spatially homogeneous s.p.d.e.’s. Electron. J. Probab. 4 (1999), no. 6, 29 pp

5. Da Prato, G., Zabczyk, J.: Stochastic Equations in Infinite Dimensions. Cambridge University Press (1992)

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4. Hölder Continuity of Stochastic Heat Equation with Rough Gaussian Noisehölder Continuity of Stochastic Heat Equation with Rough Gaussian Noise;2023

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