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The Stochastic Heat Equation with Fractional-Colored Noise:Existence of the Solution
Stochastic heat equation Gaussian noise stochastic integral fractional Brownian motion spatial covariance function
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2009/6/12
The Stochastic Heat Equation with Fractional-Colored Noise:Existence of the Solution.
A connection between the stochastic heat equation and fractional Brownian motion, and a simple proof of a result of Talagrand
heat equation white noise stochastic partial differential equations
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2009/4/29
We give a new representation of fractional Brownian motion with Hurst parameter $Hleqfrac{1}{2}$ using stochastic partial differential equations. This representation allows us to use the Markov proper...
On the Duality between Coalescing Brownian Particles and the Heat Equation Driven by Fisher-Wright Noise
Coalesce duality entrance law Fisher-Wright noise particle system
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2009/4/24
This paper concerns the Markov process duality between the one-dimensional heat equation driven by Fisher-Wright white noise and slowly coalescing Brownian particles. A representation is found for the...
A connection between the stochastic heat equation and fractional Brownian motion, and a simple proof of a result of Talagrand
stochastic fractional Brownian motion
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2009/4/22
We give a new representation of fractional Brownian motion with Hurst parameter $Hleqfrac{1}{2}$ using stochastic partial differential equations. This representation allows us to use the Markov proper...
On the Duality between Coalescing Brownian Particles and the Heat Equation Driven by Fisher-Wright Noise
Duality Brownian Particles Heat Equation Fisher-Wright Noise
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2009/4/7
This paper concerns the Markov process duality between the one-dimensional heat equation driven by Fisher-Wright white noise and slowly coalescing Brownian particles. A representation is found for the...