In this talk I will present some results on one-dimensional stochastic heat equation driven by a Gaussian noise which is, with respect to time, a fractional Brownian motion with Hurst parameter $H\in(0,1/2)$. In particular I will focus on Feynman-Kac representation of the solution and both lower and upper bounds for the $L^p $ moments of the solution. This is a recent joint work with Le Chen, David Nualart, and Kamran Kalbasi.
Yaozhong Hu: Feynman-Kac formula for the stochastic heat equation driven by fractional noise in time with $H\in (0,1/2)$.
Yaozhong Hu (University of Kansas) gives a lecture with the title: Feynman-Kac formula for the stochastic heat equation driven by fractional noise in time with $H\in (0,1/2)$.
Published May 18, 2017 1:38 PM
- Last modified May 18, 2017 2:23 PM