Solving a stochastic heat equation driven by a bi-fractional noise

Boundary value problems

Xianye Yu¹  Litan Yan¹  Xichao Sun² 

[1] College of Information Science and Technology, Donghua University, Shanghai, P.R. China;Department of Mathematics and Physics, Bengbu University, Bengbu, P.R. China

关键词: Bi-fractional Brownian motion;    heat equation;    Malliavin calculus;    60G15;    60H05;    60G17;   

DOI  :  10.1186/s13661-016-0574-y

学科分类：数学（综合）

来源: SpringerOpen

【 摘 要 】

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.

【 授权许可】

CC BY