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arxiv: 1109.0422 · v2 · pith:SZ56K6U6new · submitted 2011-09-02 · 🧮 math.PR

Malliavin calculus for fractional heat equation

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keywords equationfractionalheatresultsstochasticanalysisarticlebrownian
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In this article, we give some existence and smoothness results for the law of the solution to a stochastic heat equation driven by a finite dimensional fractional Brownian motion with Hurst parameter $H>1/2$. Our results rely on recent tools of Young integration for convolutional integrals combined with stochastic analysis methods for the study of laws of random variables defined on a Wiener space.

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