Feynman-Kac formula for heat equation driven by fractional white noise
نویسندگان
چکیده
In this paper we establish a version of the Feynman-Kac formula for the stochastic heat equation with a multiplicative fractional Brownian sheet. We prove the smoothness of the density of the solution, and the Hölder regularity in the space and time variables.
منابع مشابه
Feynman-Kac formula for fractional heat equation driven by fractional white noise
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