scholarly journals On weak convergence of stochastic heat equation with colored noise

2016 ◽  
Vol 126 (9) ◽  
pp. 2860-2875 ◽  
Author(s):  
Pavel Bezdek
Keyword(s):  
Weak Convergence ◽  
Heat Equation ◽  
Colored Noise ◽  
Stochastic Heat Equation

Recent developments on stochastic heat equation with additive fractional-colored noise

2014 ◽  
Vol 17 (1) ◽  
Author(s):  
Ciprian Tudor
Keyword(s):  
Comparative Study ◽  
Heat Equation ◽  
Gaussian Noise ◽  
Colored Noise ◽  
Covariance Structure ◽  
Stochastic Heat Equation ◽  
Basic Properties ◽  
Recent Developments

AbstractWe expose some recent and less recent results related to the existence and the basic properties of the solution to the linear stochastic heat equation with additive Gaussian noise. We will make a comparative study of the behavior of the solution in function of the covariance structure of the driving noise.

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