On the distribution and q-variation of the solution to the heat equation with fractional Laplacian-Reference-Cited by-同舟云学术

On the distribution and q-variation of the solution to the heat equation with fractional Laplacian

Published:2019-12-19 Issue:2 Volume:39 Page:315-335
ISSN:2300-8113
Container-title:Probability and Mathematical Statistics
language:
Short-container-title:pms

Author:

Tudor Ciprian A.,Mahdi Khalil Zeina

Abstract

We study the probability distribution of the solution to the linear stochastic heat equation with fractional Laplacian and white noise in time and white or correlated noise in space. As an application, we deduce the behavior of the q-variations of the solution in time and in space.

Publisher

Wydawnictwo Uniwersytetu Wroclawskiego

Subject

Statistics and Probability

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