Solving a stochastic heat equation driven by a bi-fractional noise
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- 作者：Xianye Yu ; Xichao Sun ; Litan Yan
- 关键词：Bi ; fractional Brownian motion ; heat equation ; Malliavin calculus
- 刊名：Boundary Value Problems
- 出版年：2016
- 出版时间：December 2016
- 年：2016
- 卷：2016
- 期：1
- 全文大小：1,570 KB
- 刊物主题：Difference and Functional Equations; Ordinary Differential Equations; Partial Differential Equations; Analysis; Approximations and Expansions; Mathematics, general;
- 出版者：Springer International Publishing
- ISSN：1687-2770
文摘
In this paper, we consider a stochastic heat equation with multiplicative bi-fractional Brownian sheet. Using the technique of Feynman-Kac formula and Malliavin calculus, we give an explicit formula of the weak solution and study the regularity.