A connection between the stochastic heat equation and fractional Brownian motion, and a simple proof of a result of Talagrand.
Electronic Communications in Probability [electronic only] (2009)
- Volume: 14, page 55-65
- ISSN: 1083-589X
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topMueller, Carl E., and Wu, Zhixin. "A connection between the stochastic heat equation and fractional Brownian motion, and a simple proof of a result of Talagrand.." Electronic Communications in Probability [electronic only] 14 (2009): 55-65. <http://eudml.org/doc/233685>.
@article{Mueller2009,
author = {Mueller, Carl E., Wu, Zhixin},
journal = {Electronic Communications in Probability [electronic only]},
keywords = {heat equation; white noise; stochastic partial differential equations},
language = {eng},
pages = {55-65},
publisher = {University of Washington},
title = {A connection between the stochastic heat equation and fractional Brownian motion, and a simple proof of a result of Talagrand.},
url = {http://eudml.org/doc/233685},
volume = {14},
year = {2009},
}
TY - JOUR
AU - Mueller, Carl E.
AU - Wu, Zhixin
TI - A connection between the stochastic heat equation and fractional Brownian motion, and a simple proof of a result of Talagrand.
JO - Electronic Communications in Probability [electronic only]
PY - 2009
PB - University of Washington
VL - 14
SP - 55
EP - 65
LA - eng
KW - heat equation; white noise; stochastic partial differential equations
UR - http://eudml.org/doc/233685
ER -
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