Jump to ContentJump to Main Navigation
Show Summary Details

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

SCImago Journal Rank (SJR) 2015: 0.398
Source Normalized Impact per Paper (SNIP) 2015: 0.949
Impact per Publication (IPP) 2015: 0.408

Mathematical Citation Quotient (MCQ) 2015: 0.22

See all formats and pricing
Select Volume and Issue


30,00 € / $42.00 / £23.00

Get Access to Full Text

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

1Carnegie Mellon University, Department of Mathematical Sciences, Pittsburgh, PA 15213, USA

2Laboratoire Paul Painlevé, Université de Lille 1, F-59655 Villeneuve d'Ascq, France

Funding Source: ANR

Award identifier / Grant number: “Masterie” BLAN 012103

Citation Information: Random Operators and Stochastic Equations. Volume 23, Issue 3, Pages 179–186, ISSN (Online) 1569-397X, ISSN (Print) 0926-6364, DOI: https://doi.org/10.1515/rose-2014-0038, August 2015

Publication History

Published Online:


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

Comments (0)

Please log in or register to comment.