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Random Operators and Stochastic Equations

Editor-in-Chief: Girko, Vyacheslav

Managing Editor: Molchanov, S.

Editorial Board Member: Accardi, L. / Albeverio, Sergio / Carmona, R. / Casati, G. / Christopeit, N. / Domanski, C. / Drygas, Hilmar / Gupta, A.K. / Ibragimov, I. / Kirsch, Werner / Klein, A. / Kondratyev, Yuri / Kurotschka, V. / Leonenko, N. / Loubaton, Philippe / Orsingher, E. / Pastur, L. / Rodrigues, Waldyr A. / Shiryaev, Albert / Turbin, A.F. / Veretennikov, Alexandre

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CiteScore 2016: 0.37

SCImago Journal Rank (SJR) 2016: 0.276
Source Normalized Impact per Paper (SNIP) 2016: 0.793

Mathematical Citation Quotient (MCQ) 2016: 0.09

Online
ISSN
1569-397X
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Volume 23, Issue 3 (Sep 2015)

Issues

On the law of the solution to a stochastic heat equation with fractional noise in time

Solesne Bourguin / Ciprian A. Tudor
Published Online: 2015-08-13 | DOI: https://doi.org/10.1515/rose-2014-0038

Abstract

We study the law of the solution to the stochastic heat equation with additive Gaussian noise which behaves as the fractional Brownian motion in time and is white in space. We prove a decomposition of the solution in terms of the bifractional Brownian motion. Our result is an extension of a result by Swanson.

Keywords: Stochastic heat equation; Gaussian noise; bifractional Brownian motion

MSC: 60H15; 60H05

About the article

Received: 2014-03-31

Accepted: 2015-04-22

Published Online: 2015-08-13

Published in Print: 2015-09-01


Funding Source: ANR

Award identifier / Grant number: “Masterie” BLAN 012103


Citation Information: Random Operators and Stochastic Equations, ISSN (Online) 1569-397X, ISSN (Print) 0926-6364, DOI: https://doi.org/10.1515/rose-2014-0038.

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