메뉴 건너뛰기




Volumn 217, Issue 2, 2004, Pages 280-313

Sharp Gaussian regularity on the circle, and applications to the fractional stochastic heat equation

Author keywords

Almost sure modulus of continuity; Fractional Brownian motion; Gaussian regularity; Random Fourier series; Stochastic heat equation

Indexed keywords


EID: 4344685728     PISSN: 00221236     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfa.2003.12.002     Document Type: Article
Times cited : (23)

References (15)
  • 1
    • 0004176753 scopus 로고
    • An introduction to continuity, extrema, and related topics for general Gaussian processes
    • Hayward, CA
    • R. Adler, An introduction to continuity, extrema, and related topics for general Gaussian processes, Inst. Math. Stat., Hayward, CA, 1990
    • (1990) Inst. Math. Stat.
    • Adler, R.1
  • 2
    • 0035537291 scopus 로고    scopus 로고
    • Stochastic calculus with respect to Gaussian processes
    • Alos E. Mazet O. Nualart D. Stochastic calculus with respect to Gaussian processes Ann. Probab. 29 2 1999 766-801
    • (1999) Ann. Probab. , vol.29 , Issue.2 , pp. 766-801
    • Alos, E.1    Mazet, O.2    Nualart, D.3
  • 3
    • 0346718762 scopus 로고    scopus 로고
    • Stochastic integration with respect to the fractional Brownian Motion
    • Alos E. Nualart D. Stochastic integration with respect to the fractional Brownian Motion Stochastics Rep. 75 2003 129-152
    • (2003) Stochastics Rep. , vol.75 , pp. 129-152
    • Alos, E.1    Nualart, D.2
  • 4
    • 0037287316 scopus 로고    scopus 로고
    • Mittag-Leffler's function and stochastic linear Volterra equations of convolution type
    • Bonaccorsi S. Tubaro L. Mittag-Leffler's function and stochastic linear Volterra equations of convolution type Stochastic Anal. Applic. 21 1 2003 61-78
    • (2003) Stochastic Anal. Applic. , vol.21 , Issue.1 , pp. 61-78
    • Bonaccorsi, S.1    Tubaro, L.2
  • 5
    • 0042637937 scopus 로고    scopus 로고
    • Stochastic analysis of the fractional Brownian motion
    • Decreusefond L. Ustunel A.-S. Stochastic analysis of the fractional Brownian motion Potential Anal. 10 1997 177-214
    • (1997) Potential Anal. , vol.10 , pp. 177-214
    • Decreusefond, L.1    Ustunel, A.-S.2
  • 6
    • 0043071630 scopus 로고    scopus 로고
    • Fractional Brownian motion and stochastic equations in Hilbert spaces
    • Duncan T.E. Maslowski B. Pasik-Duncan B. Fractional Brownian motion and stochastic equations in Hilbert spaces Stochastic Dyn. 2 2002 225-250
    • (2002) Stochastic Dyn. , vol.2 , pp. 225-250
    • Duncan, T.E.1    Maslowski, B.2    Pasik-Duncan, B.3
  • 8
    • 0033556963 scopus 로고    scopus 로고
    • A parabolic stochastic differential equation with fractional Brownian motion input
    • Grecksch W. Ahn V.V. A parabolic stochastic differential equation with fractional Brownian motion input Statist. Probab. Lett. 41 1999 337-346
    • (1999) Statist. Probab. Lett. , vol.41 , pp. 337-346
    • Grecksch, W.1    Ahn, V.V.2
  • 9
    • 0042229456 scopus 로고    scopus 로고
    • Evolution equations driven by a fractional Brownian motion
    • (English. English Summary)
    • B. Maslowski, D. Nualart, Evolution equations driven by a fractional Brownian motion. (English. English Summary) J. Funct. Anal. 202 (1) (2003) 277-305
    • (2003) J. Funct. Anal. , vol.202 , Issue.1 , pp. 277-305
    • Maslowski, B.1    Nualart, D.2
  • 10
    • 0034389942 scopus 로고    scopus 로고
    • Nonlinear stochastic wave and heat equations
    • Peszat S. Zabczyk J. Nonlinear stochastic wave and heat equations Probab. Theory Related Fields 116 3 2000 421-443
    • (2000) Probab. Theory Related Fields , vol.116 , Issue.3 , pp. 421-443
    • Peszat, S.1    Zabczyk, J.2
  • 11
    • 0002662601 scopus 로고
    • Regularity of Gaussian processes
    • Talagrand M. Regularity of Gaussian processes Acta Math. 159 1-2 1987 99-149
    • (1987) Acta Math. , vol.159 , Issue.1-2 , pp. 99-149
    • Talagrand, M.1
  • 12
    • 0242339531 scopus 로고    scopus 로고
    • Stochastic evolution equations with fractional Brownian motion
    • Tindel S. Tudor C.A. Viens F. Stochastic evolution equations with fractional Brownian motion Probab. Theory Related Fields 127 2 2003 186-204
    • (2003) Probab. Theory Related Fields , vol.127 , Issue.2 , pp. 186-204
    • Tindel, S.1    Tudor, C.A.2    Viens, F.3
  • 13
    • 0000405270 scopus 로고    scopus 로고
    • On space-time regularity for the stochastic heat equation on Lie groups
    • Tindel S. Viens F. On space-time regularity for the stochastic heat equation on Lie groups J. Funct. Anal. 169 2 1999 559-603
    • (1999) J. Funct. Anal. , vol.169 , Issue.2 , pp. 559-603
    • Tindel, S.1    Viens, F.2
  • 14
    • 0242279613 scopus 로고    scopus 로고
    • Regularity conditions for the stochastic heat equation on some Lie groups
    • Seminar on Stochastic Analysis, Random Fields and Applications III, Centro Stefano Franscini, Ascona, September 1999, Birkhäuser, Basel
    • S. Tindel, F. Viens, Regularity conditions for the stochastic heat equation on some Lie groups, Seminar on Stochastic Analysis, Random Fields and Applications III, Centro Stefano Franscini, Ascona, September 1999, Progress in Probability, Vol. 52, Birkhäuser, Basel, 2002, pp. 275-297
    • (2002) Progress in Probability , vol.52 , pp. 275-297
    • Tindel, S.1    Viens, F.2
  • 15
    • 0000659593 scopus 로고
    • Ecole d'Eté de Probabilités de Saint Flour XIV
    • J.B. Walsh, An introduction to stochastic partial differential equations, Ecole d'Eté de Probabilités de Saint Flour XIV, Lecture Notes in Mathematics, Vol. 1180, 1986, pp. 265-438
    • (1986) Lecture Notes in Mathematics , vol.1180 , pp. 265-438
    • Walsh, J.B.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.