Temporal variation for fractional heat equations with additive white noise

Boundary value problems

Yumiao Li¹  Litan Yan¹  Jing Cui² 

[1] Department of Mathematics, Donghua University, Shanghai, P.R. China;Department of Statistics, Anhui Normal University, Wuhu, P.R. China

关键词: fractional heat equation;    stochastic integral;    Itô formula;    quadratic covariation;    local time;    60G15;    60H05;    60H15;   

DOI  :  10.1186/s13661-016-0630-7

学科分类：数学（综合）

来源: SpringerOpen

【 授权许可】

CC BY