Article ID Journal Published Year Pages File Type
1151527 Statistics & Probability Letters 2016 8 Pages PDF
Abstract

In this short note, we study the asymptotic behavior of the solution to the fractional heat equation ∂u∂t(t,x)=−(−Δ)α/2u(t,x)+u(t,x)∂d+1W∂t∂x1⋯∂xd,t>0,x∈Rd with initial condition bounded above and below, where α∈(0,2)α∈(0,2) and the noise W(t,x)W(t,x) is a fractional Brownian sheet. The method of moments is used to investigate the solution.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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