Analysis of the gradient of the solution to a stochastic heat equation via fractional Brownian motion
Analysis of the gradient of the solution to a stochastic heat equation via fractional Brownian motion
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DOI:
10.1007/s40072-015-0045-y
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发表时间:
2014-06
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影响因子:
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通讯作者:
Mohammud Foondun;D. Khoshnevisan;Pejman Mahboubi
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文献类型:
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作者:
Mohammud Foondun;D. Khoshnevisan;Pejman Mahboubi
Consider the stochastic partial differential equation, wheredenotes space–time white noise anddenotes the fractional Laplace operator of index. We study the detailed behavior of the approximate spatial gradientat fixed times, as. We discuss a few applications of this work to the study of the sample functions of the solution to the KPZ equation as well.