A K-rough path above the space-time fractional Brownian motion
Abstract We construct a K-rough path [along the terminology of Deya (Probab Theory Relat Fields 166:1–65, 2016)] above either a space-time or a spatial fractional Brownian motion, in any space dimension d. This allows us to provide an interpretation and a unique solution for the corresponding parabo...
Ausführliche Beschreibung
Gespeichert in:
| Autor*in: |
Chen, Xia [verfasserIn] Deya, Aurélien [verfasserIn] Ouyang, Cheng [verfasserIn] Tindel, Samy [verfasserIn] |
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| Format: |
E-Artikel |
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| Sprache: |
Englisch |
| Erschienen: |
2021 |
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| Schlagwörter: |
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| Anmerkung: |
© The Author(s), under exclusive licence to Springer Science+Business Media, LLC part of Springer Nature 2021 |
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| Übergeordnetes Werk: |
Enthalten in: Stochastics and partial differential equations - New York, NY : Springer, 2013, 9(2021), 4 vom: 01. Jan., Seite 819-866 |
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| Übergeordnetes Werk: |
volume:9 ; year:2021 ; number:4 ; day:01 ; month:01 ; pages:819-866 |
| Links: |
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| DOI / URN: |
10.1007/s40072-020-00186-3 |
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| Katalog-ID: |
SPR045453993 |
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| 520 | |a Abstract We construct a K-rough path [along the terminology of Deya (Probab Theory Relat Fields 166:1–65, 2016)] above either a space-time or a spatial fractional Brownian motion, in any space dimension d. This allows us to provide an interpretation and a unique solution for the corresponding parabolic Anderson model, understood in the renormalized sense. We also consider the case of a spatial fractional noise. | ||
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| 650 | 4 | |a Space-time fractional Brownian motion |7 (dpeaa)DE-He213 | |
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| 700 | 1 | |a Ouyang, Cheng |e verfasserin |4 aut | |
| 700 | 1 | |a Tindel, Samy |e verfasserin |4 aut | |
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10.1007/s40072-020-00186-3 doi (DE-627)SPR045453993 (SPR)s40072-020-00186-3-e DE-627 ger DE-627 rakwb eng 510 ASE 510 ASE Chen, Xia verfasserin aut A K-rough path above the space-time fractional Brownian motion 2021 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier © The Author(s), under exclusive licence to Springer Science+Business Media, LLC part of Springer Nature 2021 Abstract We construct a K-rough path [along the terminology of Deya (Probab Theory Relat Fields 166:1–65, 2016)] above either a space-time or a spatial fractional Brownian motion, in any space dimension d. This allows us to provide an interpretation and a unique solution for the corresponding parabolic Anderson model, understood in the renormalized sense. We also consider the case of a spatial fractional noise. Parabolic Anderson model (dpeaa)DE-He213 Regularity structures (dpeaa)DE-He213 Stratonovich equation (dpeaa)DE-He213 Space-time fractional Brownian motion (dpeaa)DE-He213 Deya, Aurélien verfasserin aut Ouyang, Cheng verfasserin aut Tindel, Samy verfasserin aut Enthalten in Stochastics and partial differential equations New York, NY : Springer, 2013 9(2021), 4 vom: 01. Jan., Seite 819-866 (DE-627)739215078 (DE-600)2708008-0 2194-041X nnns volume:9 year:2021 number:4 day:01 month:01 pages:819-866 https://dx.doi.org/10.1007/s40072-020-00186-3 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2118 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4328 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 AR 9 2021 4 01 01 819-866 |
| spelling |
10.1007/s40072-020-00186-3 doi (DE-627)SPR045453993 (SPR)s40072-020-00186-3-e DE-627 ger DE-627 rakwb eng 510 ASE 510 ASE Chen, Xia verfasserin aut A K-rough path above the space-time fractional Brownian motion 2021 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier © The Author(s), under exclusive licence to Springer Science+Business Media, LLC part of Springer Nature 2021 Abstract We construct a K-rough path [along the terminology of Deya (Probab Theory Relat Fields 166:1–65, 2016)] above either a space-time or a spatial fractional Brownian motion, in any space dimension d. This allows us to provide an interpretation and a unique solution for the corresponding parabolic Anderson model, understood in the renormalized sense. We also consider the case of a spatial fractional noise. Parabolic Anderson model (dpeaa)DE-He213 Regularity structures (dpeaa)DE-He213 Stratonovich equation (dpeaa)DE-He213 Space-time fractional Brownian motion (dpeaa)DE-He213 Deya, Aurélien verfasserin aut Ouyang, Cheng verfasserin aut Tindel, Samy verfasserin aut Enthalten in Stochastics and partial differential equations New York, NY : Springer, 2013 9(2021), 4 vom: 01. Jan., Seite 819-866 (DE-627)739215078 (DE-600)2708008-0 2194-041X nnns volume:9 year:2021 number:4 day:01 month:01 pages:819-866 https://dx.doi.org/10.1007/s40072-020-00186-3 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2118 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4328 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 AR 9 2021 4 01 01 819-866 |
| allfields_unstemmed |
10.1007/s40072-020-00186-3 doi (DE-627)SPR045453993 (SPR)s40072-020-00186-3-e DE-627 ger DE-627 rakwb eng 510 ASE 510 ASE Chen, Xia verfasserin aut A K-rough path above the space-time fractional Brownian motion 2021 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier © The Author(s), under exclusive licence to Springer Science+Business Media, LLC part of Springer Nature 2021 Abstract We construct a K-rough path [along the terminology of Deya (Probab Theory Relat Fields 166:1–65, 2016)] above either a space-time or a spatial fractional Brownian motion, in any space dimension d. This allows us to provide an interpretation and a unique solution for the corresponding parabolic Anderson model, understood in the renormalized sense. We also consider the case of a spatial fractional noise. Parabolic Anderson model (dpeaa)DE-He213 Regularity structures (dpeaa)DE-He213 Stratonovich equation (dpeaa)DE-He213 Space-time fractional Brownian motion (dpeaa)DE-He213 Deya, Aurélien verfasserin aut Ouyang, Cheng verfasserin aut Tindel, Samy verfasserin aut Enthalten in Stochastics and partial differential equations New York, NY : Springer, 2013 9(2021), 4 vom: 01. Jan., Seite 819-866 (DE-627)739215078 (DE-600)2708008-0 2194-041X nnns volume:9 year:2021 number:4 day:01 month:01 pages:819-866 https://dx.doi.org/10.1007/s40072-020-00186-3 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2118 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4328 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 AR 9 2021 4 01 01 819-866 |
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10.1007/s40072-020-00186-3 doi (DE-627)SPR045453993 (SPR)s40072-020-00186-3-e DE-627 ger DE-627 rakwb eng 510 ASE 510 ASE Chen, Xia verfasserin aut A K-rough path above the space-time fractional Brownian motion 2021 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier © The Author(s), under exclusive licence to Springer Science+Business Media, LLC part of Springer Nature 2021 Abstract We construct a K-rough path [along the terminology of Deya (Probab Theory Relat Fields 166:1–65, 2016)] above either a space-time or a spatial fractional Brownian motion, in any space dimension d. This allows us to provide an interpretation and a unique solution for the corresponding parabolic Anderson model, understood in the renormalized sense. We also consider the case of a spatial fractional noise. Parabolic Anderson model (dpeaa)DE-He213 Regularity structures (dpeaa)DE-He213 Stratonovich equation (dpeaa)DE-He213 Space-time fractional Brownian motion (dpeaa)DE-He213 Deya, Aurélien verfasserin aut Ouyang, Cheng verfasserin aut Tindel, Samy verfasserin aut Enthalten in Stochastics and partial differential equations New York, NY : Springer, 2013 9(2021), 4 vom: 01. Jan., Seite 819-866 (DE-627)739215078 (DE-600)2708008-0 2194-041X nnns volume:9 year:2021 number:4 day:01 month:01 pages:819-866 https://dx.doi.org/10.1007/s40072-020-00186-3 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2118 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4328 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 AR 9 2021 4 01 01 819-866 |
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10.1007/s40072-020-00186-3 doi (DE-627)SPR045453993 (SPR)s40072-020-00186-3-e DE-627 ger DE-627 rakwb eng 510 ASE 510 ASE Chen, Xia verfasserin aut A K-rough path above the space-time fractional Brownian motion 2021 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier © The Author(s), under exclusive licence to Springer Science+Business Media, LLC part of Springer Nature 2021 Abstract We construct a K-rough path [along the terminology of Deya (Probab Theory Relat Fields 166:1–65, 2016)] above either a space-time or a spatial fractional Brownian motion, in any space dimension d. This allows us to provide an interpretation and a unique solution for the corresponding parabolic Anderson model, understood in the renormalized sense. We also consider the case of a spatial fractional noise. Parabolic Anderson model (dpeaa)DE-He213 Regularity structures (dpeaa)DE-He213 Stratonovich equation (dpeaa)DE-He213 Space-time fractional Brownian motion (dpeaa)DE-He213 Deya, Aurélien verfasserin aut Ouyang, Cheng verfasserin aut Tindel, Samy verfasserin aut Enthalten in Stochastics and partial differential equations New York, NY : Springer, 2013 9(2021), 4 vom: 01. Jan., Seite 819-866 (DE-627)739215078 (DE-600)2708008-0 2194-041X nnns volume:9 year:2021 number:4 day:01 month:01 pages:819-866 https://dx.doi.org/10.1007/s40072-020-00186-3 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2118 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4328 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 AR 9 2021 4 01 01 819-866 |
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Enthalten in Stochastics and partial differential equations 9(2021), 4 vom: 01. Jan., Seite 819-866 volume:9 year:2021 number:4 day:01 month:01 pages:819-866 |
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Chen, Xia @@aut@@ Deya, Aurélien @@aut@@ Ouyang, Cheng @@aut@@ Tindel, Samy @@aut@@ |
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2021-01-01T00:00:00Z |
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A K-rough path above the space-time fractional Brownian motion |
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Abstract We construct a K-rough path [along the terminology of Deya (Probab Theory Relat Fields 166:1–65, 2016)] above either a space-time or a spatial fractional Brownian motion, in any space dimension d. This allows us to provide an interpretation and a unique solution for the corresponding parabolic Anderson model, understood in the renormalized sense. We also consider the case of a spatial fractional noise. © The Author(s), under exclusive licence to Springer Science+Business Media, LLC part of Springer Nature 2021 |
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Abstract We construct a K-rough path [along the terminology of Deya (Probab Theory Relat Fields 166:1–65, 2016)] above either a space-time or a spatial fractional Brownian motion, in any space dimension d. This allows us to provide an interpretation and a unique solution for the corresponding parabolic Anderson model, understood in the renormalized sense. We also consider the case of a spatial fractional noise. © The Author(s), under exclusive licence to Springer Science+Business Media, LLC part of Springer Nature 2021 |
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Abstract We construct a K-rough path [along the terminology of Deya (Probab Theory Relat Fields 166:1–65, 2016)] above either a space-time or a spatial fractional Brownian motion, in any space dimension d. This allows us to provide an interpretation and a unique solution for the corresponding parabolic Anderson model, understood in the renormalized sense. We also consider the case of a spatial fractional noise. © The Author(s), under exclusive licence to Springer Science+Business Media, LLC part of Springer Nature 2021 |
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