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

作者：Song Jian^*

来源：Statistics & Probability Letters, 2012, 82(3): 614-620.

DOI：10.1016/j.spl.2011.11.017

• Stochastic heat equation
• Fractional Brownian sheet
• Feynman-Kac formula
• Asymptotic behavior
• Method of moments

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.

• 出版日期2012-3
• 单位rutgers