Sharp space-time regularity of the solution to stochastic heat equation driven by fractional-colored noise-Reference-Cited by-同舟云学术

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Sharp space-time regularity of the solution to stochastic heat equation driven by fractional-colored noise

Published:2020-02-05 Issue:4 Volume:38 Page:747-768
ISSN:0736-2994
Container-title:Stochastic Analysis and Applications
language:en
Short-container-title:Stochastic Analysis and Applications

Author:

Herrell Randall¹,Song Renming²,Wu Dongsheng¹^ORCID,Xiao Yimin³

Affiliation:

1. Department of Mathematical Sciences, University of Alabama in Huntsville, Huntsville, Alabama, USA;

2. Department of Mathematics, University of Illinois, Urbana, Illinois, USA;

3. Department of Statistics and Probability, Michigan State University, East Lansing, Michigan, U.S.A

Publisher

Informa UK Limited

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/07362994.2020.1721301

Reference36 articles.

1. L-Kuramoto–Sivashinsky SPDEs vs. time-fractional SPIDEs: Exact continuity and gradient moduli, 1/2-derivative criticality, and laws

2. SPDEs with affine multiplicative fractional noise in space with index $\frac{1}{4}\langle H\langle\frac{1}{2}$

3. ESTIMATING THE FRACTAL DIMENSION OF THE S&P 500 INDEX USING WAVELET ANALYSIS

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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

2. Hitting properties of generalized fractional kinetic equation with time-fractional noise;Stochastics and Partial Differential Equations: Analysis and Computations;2023-12-08

3. Transportation cost-information inequality for a stochastic heat equation driven by fractional-colored noise;Acta Mathematica Scientia;2023-11

4. Exact uniform modulus of continuity for q-isotropic Gaussian random fields;Statistics & Probability Letters;2023-06

5. Chung-type law of the iterated logarithm and exact moduli of continuity for a class of anisotropic Gaussian random fields;Bernoulli;2023-02-01

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