Multiparameter Fractional Brownian Motion And Quasi-Linear Stochastic Partial Differential Equations
- 1 February 2001
- journal article
- research article
- Published by Taylor & Francis in Stochastics and Stochastic Reports
- Vol. 71 (3) , 141-163
- https://doi.org/10.1080/17442500108834263
Abstract
We develop a multiparameter white noise theory for fractional Brownian motion with Hurst multiparameter The theory is used to solve the linear and a quasi-linear heat equation driven by multiparameter fractional white noise. It is proved that for some values of H(depending on the dimension) the solution has a jointly continuous version in t and xKeywords
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