Malliavin calculus for fractional heat equation

preprint2013arXivOpen access

Abstract

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>1/2H>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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