Feynman–Kac formula for the heat equation driven by fractional noise with Hurst parameter H

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Feynman–Kac formula for the heat equation driven by fractional noise with Hurst parameter H < 1/2

Published:2012-05-01 Issue:3 Volume:40 Page:
ISSN:0091-1798
Container-title:The Annals of Probability
language:
Short-container-title:Ann. Probab.

Author:

Hu Yaozhong,Lu Fei,Nualart David

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://projecteuclid.org/download/pdfview_1/euclid.aop/1336136058

Cited by 33 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Tempered fractional Sobolev spaces;Bulletin des Sciences Mathématiques;2024-11

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3. Feynman–Kac formula for parabolic Anderson model in Gaussian potential and fractional white noise;Journal of Mathematical Physics;2024-02-01

4. Solvability of Parabolic Anderson Equation with Fractional Gaussian Noise;Communications in Mathematics and Statistics;2022-11-03

5. Optimal Hölder continuity and hitting probabilities for SPDEs with rough fractional noises;Journal of Mathematical Analysis and Applications;2022-08

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