This is the published version, also available here: http://dx.doi.org/10.1214/10-AOP547.We establish a version of the Feynman–Kac formula for the multidimensional stochastic heat equation with a multiplicative fractional Brownian sheet. We use the techniques of Malliavin calculus to prove that the process defined by the Feynman–Kac formula is a weak solution of the stochastic heat equation. From the Feynman–Kac formula, we establish the smoothness of the density of the solution and the Hölder regularity in the space and time variables. We also derive a Feynman–Kac formula for the stochastic heat equation in the Skorokhod sense and we obtain the Wiener chaos expansion of the solution
Accessible en ligne : http://alea.impa.br/english/index_v7.htmInternational audienceIn this article ...
In this article, we consider the stochastic heat equation $du=(\Delta u+f(t,x)){\rm d}t+ \sum_{k=1}^...
Abstract In this paper, we consider the stochastic heat equation of the form ∂ u ∂ t = Δ α u + ∂ 2 B...
This is the published version, also available here: http://dx.doi.org/10.1214/10-AOP547.We establish...
We establish a version of the Feynman–Kac formula for the multidi-mensional stochastic heat equation...
This is the published version, also available here: http://dx.doi.org/10.1214/11-AOP649.In this pape...
In this dissertation, we investigate some problems in fractional Brownian motion and stochastic part...
This paper studies the stochastic heat equation with multiplicative noises of the form uW, where W i...
Considering the stochastic fractional heat equation driven by Gaussian noise with the covariance fu...
We study the law of the solution to the stochastic heat equation with additive Gaussian noise which ...
In this paper, we establish a version of the Feynman-Kac formula for multidimensional stochastic hea...
Dedicated to David Nualart on occasion of his 60th birthdayInternational audienceIn this article, we...
This paper studies the nonlinear one-dimensional stochastic heat equation driven by a Gaussian nois...
This note deals with the asymptotic behavior of a weak solution of the multidimensional stochastic h...
International audienceWe consider the stochastic heat equation with multiplicative noise $u_t=\frac{...
Accessible en ligne : http://alea.impa.br/english/index_v7.htmInternational audienceIn this article ...
In this article, we consider the stochastic heat equation $du=(\Delta u+f(t,x)){\rm d}t+ \sum_{k=1}^...
Abstract In this paper, we consider the stochastic heat equation of the form ∂ u ∂ t = Δ α u + ∂ 2 B...
This is the published version, also available here: http://dx.doi.org/10.1214/10-AOP547.We establish...
We establish a version of the Feynman–Kac formula for the multidi-mensional stochastic heat equation...
This is the published version, also available here: http://dx.doi.org/10.1214/11-AOP649.In this pape...
In this dissertation, we investigate some problems in fractional Brownian motion and stochastic part...
This paper studies the stochastic heat equation with multiplicative noises of the form uW, where W i...
Considering the stochastic fractional heat equation driven by Gaussian noise with the covariance fu...
We study the law of the solution to the stochastic heat equation with additive Gaussian noise which ...
In this paper, we establish a version of the Feynman-Kac formula for multidimensional stochastic hea...
Dedicated to David Nualart on occasion of his 60th birthdayInternational audienceIn this article, we...
This paper studies the nonlinear one-dimensional stochastic heat equation driven by a Gaussian nois...
This note deals with the asymptotic behavior of a weak solution of the multidimensional stochastic h...
International audienceWe consider the stochastic heat equation with multiplicative noise $u_t=\frac{...
Accessible en ligne : http://alea.impa.br/english/index_v7.htmInternational audienceIn this article ...
In this article, we consider the stochastic heat equation $du=(\Delta u+f(t,x)){\rm d}t+ \sum_{k=1}^...
Abstract In this paper, we consider the stochastic heat equation of the form ∂ u ∂ t = Δ α u + ∂ 2 B...