Self-similar processes are stochastic processes that are invariant in distribution under
suitable time scaling, and are a subject intensively studied in the last few decades. This …

Let {u (t, x), t∈[0, T], x∈ ℝ d} be the solution to the linear stochastic heat equation driven by
a fractional noise in time with correlated spatial structure. We study various path properties …

We expose some recent and less recent results related to the existence and the basic
properties of the solution to the linear stochastic heat equation with additive Gaussian noise …

Additive Functionals of the Solution to Fractional Stochastic Heat Equation | SpringerLink Skip
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The solutions to certain stochastic partial differential equations with linear Gaussian noise
constitute interesting examples of self-similar processes. In this chapter we analyze these …