A Note on a Fenyman-kac-type Formula
نویسنده
چکیده
In this article, we establish a probabilistic representation for the second-order moment of the solution of stochastic heat equation in [0,1]×R , with multiplicative noise, which is fractional in time and colored in space. This representation is similar to the one given in [8] in the case of an s.p.d.e. driven by a Gaussian noise, which is white in time. Unlike the formula of [8], which is based on the usual Poisson process, our representation is based on the planar Poisson process, due to the fractional component of the noise.
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