On the law of the solution to a stochastic heat equation with fractional noise in time
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🧮 math.PR
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solutionbrownianequationfractionalheatmotionnoisestochastic
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We study the law of the solution to the stochastic heat equation with additive Gaussian noise which behaves as the fractional Brownian motion in time and is white in space. We prove a decomposition of the solution in terms of the bifractional Brownian motion.
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