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Malliavin calculus for fractional heat equation
| Content Provider | Semantic Scholar |
|---|---|
| Author | Deya, Aurélien Tindel, Samy |
| Copyright Year | 2012 |
| Abstract | In this article, we give some existence and smoothness results for the law of the solution to a stochastic heat equation driven by a finite dimensional fractional Brownian motion with Hurst parameter H > 1/2. Our results rely on recent tools of Young integration for convolutional integrals combined with stochastic analysis methods for the study of laws of random variables defined on a Wiener space. Dedicated to David Nualart on occasion of his 60th birthday |
| File Format | PDF HTM / HTML |
| Alternate Webpage(s) | http://www.iecn.u-nancy.fr/~tindel/papers-online/RHE-regu-revised.pdf |
| Alternate Webpage(s) | https://hal.archives-ouvertes.fr/hal-00618597/file/RHE-Malliavin-final.pdf |
| Alternate Webpage(s) | https://hal.archives-ouvertes.fr/hal-00618597/document |
| Alternate Webpage(s) | http://hal.inria.fr/docs/00/61/85/97/PDF/RHE-regu-submitted.pdf |
| Language | English |
| Access Restriction | Open |
| Subject Keyword | Brownian motion Calculi Hurst exponent Malliavin calculus Population Parameter |
| Content Type | Text |
| Resource Type | Article |