Mathematics – Probability
Scientific paper
2009-05-16
Mathematics
Probability
Scientific paper
In this article, we establish a probabilistic representation for the second-order moment of the solution of stochastic heat equation in $[0,1] \times \bR^d$, with multiplicative noise, which is fractional in time and colored in space. This representation is similar to the one given in Dalang, Mueller and Tribe (2008) in the case of an s.p.d.e. driven by a Gaussian noise, which is white in time. Unlike the formula of Dalang, Mueller and Tribe (2008), which is based on the usual Poisson process, our representation is based on the planar Poisson process, due to the fractional component of the noise.
No associations
LandOfFree
A Note on a Fenyman-Kac-Type Formula does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.
If you have personal experience with A Note on a Fenyman-Kac-Type Formula, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and A Note on a Fenyman-Kac-Type Formula will most certainly appreciate the feedback.
Profile ID: LFWR-SCP-O-503957