Malliavin calculus for fractional heat equation

Details Malliavin calculus for fractional heat equation Malliavin calculus for fractional heat equation

2011-09-02

arxiv.org/abs/1109.0422v1

Mathematics

Probability

Dedicated to David Nualart on occasion of his 60th birthday

Scientific paper

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.

Affiliated with

Also associated with

No associations

Rating

Malliavin calculus for fractional heat equation 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 Malliavin calculus for fractional heat equation, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Malliavin calculus for fractional heat equation will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-687934