Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1154904 | Statistics & Probability Letters | 2012 | 7 Pages |
Abstract
This note deals with the asymptotic behavior of a weak solution of the multidimensional stochastic heat equation with a multiplicative fractional Brownian sheet. We study the solution given by the Feynman–Kac formula by the method of moments.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Jian Song,