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2013 CHAOS EXPANSION AND REGULARITY OF THE LOCAL TIME OF THE SOLUTION TO THE STOCHASTIC HEAT EQUATION WITH ADDITIVE FRACTIONAL-COLORED NOISE
Ciprian A. Tudor
Taiwanese J. Math. 17(5): 1765-1777 (2013). DOI: 10.11650/tjm.17.2013.2724

Abstract

Using multiple stochastic integrals, we study the chaotic expansion and the regularity in the Sobolev-Watanabe spaces of the local time of the solution to the stochastic heat equation with fractional-colored noise.

Citation

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Ciprian A. Tudor. "CHAOS EXPANSION AND REGULARITY OF THE LOCAL TIME OF THE SOLUTION TO THE STOCHASTIC HEAT EQUATION WITH ADDITIVE FRACTIONAL-COLORED NOISE." Taiwanese J. Math. 17 (5) 1765 - 1777, 2013. https://doi.org/10.11650/tjm.17.2013.2724

Information

Published: 2013
First available in Project Euclid: 10 July 2017

zbMATH: 1285.60063
MathSciNet: MR3106042
Digital Object Identifier: 10.11650/tjm.17.2013.2724

Subjects:
Primary: 60F05 , 60H05 , 91G70

Keywords: chaos expansion , fractional Brownian motion , Local times , multiple Wiener-Itô integrals , Stochastic heat equation , Watanabe spaces

Rights: Copyright © 2013 The Mathematical Society of the Republic of China

Vol.17 • No. 5 • 2013
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