[en] Considering the stochastic fractional heat equation driven by Gaussian noise
with the covariance function defined by the heat kernel, we establish
Feynman-Kac formulae for both Stratonovich and Skorohod solutions, along with
their respective moments. One motivation lies in the occurrence of this
equation in the study of a random walk in random environment which is generated
by a field of independent random walks starting from a Poisson field.
Disciplines :
Mathematics
Author, co-author :
Song, Jian
Wang, Meng
YUAN, Wangjun ; University of Luxembourg > Faculty of Science, Technology and Medicine (FSTM) > Department of Mathematics (DMATH)
Language :
English
Title :
On a class of stochastic fractional heat equations
