Asymptotic behavior of the solution of heat equation driven by fractional white noise

Jian Song

Statistics & Probability Letters, 2012, vol. 82, issue 3, 614-620

Abstract: This note deals with the asymptotic behavior of a weak solution of the multidimensional stochastic heat equation with a multiplicative fractional Brownian sheet. We study the solution given by the Feynman–Kac formula by the method of moments.

Keywords: Stochastic heat equation; Fractional Brownian sheet; Feynman–Kac formula; Asymptotic behavior; Method of moments (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (2)

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DOI: 10.1016/j.spl.2011.11.017

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