Malliavin calculus for fractional heat equation
Résumé
In this article, we give some existence and smoothness results for the law of the solution to a stochastic heat equation driven by a finite dimensional fractional Brownian motion with Hurst parameter $H>1/2$. Our results rely on recent tools of Young integration for convolutional integrals combined with stochastic analysis methods for the study of laws of random variables defined on a Wiener space.
Domaines
Probabilités [math.PR]Origine | Fichiers produits par l'(les) auteur(s) |
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