Heat Equations with Fractional White Noise Potentials

By Yaozhong Hu. 2001

114 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Statistical and Nonlinear Physics

View Paper: https://www.semanticscholar.org/paper/8b0a8d714d8c9fcb963f58c41544770086fadb9c

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. David Nualart
2. Ciprian A. Tudor
3. P. Vuillermot
4. R. Balan
5. Frederi G. Viens
6. Christian Bender
7. Ivan Nourdin
8. Alexandra Chronopoulou

In Finance

1. Ciprian A. Tudor
2. David Nualart
3. R. Balan
4. Ivan Nourdin
5. P. Vuillermot
6. Frederi G. Viens
7. Giovanni Peccati
8. Yaozhong Hu

In Statistical and Nonlinear Physics

1. P. Vuillermot
2. R. Balan
3. Ciprian A. Tudor
4. David Nualart

Citations in the corpus

• Stochastic Heat Equation with Multiplicative Fractional-Colored Noise (2008, methodology): “For the fractional kernel, it was proved in [17] that the sufficient condition for the existence of the solution is d < 2/(2H − 1) +∑di=1Hi.”
• Variational solutions for partial differential equations driven by a fractional noise (2006, background): “…in [22], the authors have proved an existence and uniqueness theorem for a class of stochastic evolution equations driven by an additive noise; in [25], the author has analyzed a heat equation driven by a multiplicative, multiparameter fractional noise and estimated the Lyapunov exponents of…”