Open AccessHarnack inequality and derivative formula for stochastic heat equation with fractional noise
Author(s) -
Litan Yan,
Xiuwei Yin
Publication year - 2018
Publication title -
electronic communications in probability
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.236
H-Index - 38
ISSN - 1083-589X
DOI - 10.1214/18-ecp138
Subject(s) - mathematics , harnack's inequality , harnack's principle , hurst exponent , heat equation , derivative (finance) , heat kernel , inequality , random walk , fractional calculus , property (philosophy) , mathematical analysis , pure mathematics , statistics , financial economics , economics , philosophy , epistemology