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

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.

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Year of publication:	2012
Authors:	Song, Jian
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 82.2012, 3, p. 614-620
Publisher:	Elsevier
Subject:	Stochastic heat equation \| Fractional Brownian sheet \| Feynman–Kac formula \| Asymptotic behavior \| Method of moments

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010576146