A connection between the stochastic heat equation and fractional Brownian motion, and a simple proof of a result of Talagrand.
Mueller, Carl E. ; Wu, Zhixin
Electronic Communications in Probability [electronic only], Tome 14 (2009), p. 55-65 / Harvested from The Electronic Library of Mathematics
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Publié le : 2009-01-01
DOI : https://doi.org/10.1214/ECP.v17-1774
EUDML-ID : urn:eudml:doc:233685 
@article{05636449,
     title = {A connection between the stochastic heat equation and fractional Brownian motion, and a simple proof of a result of Talagrand.},
     journal = {Electronic Communications in Probability [electronic only]},
     volume = {14},
     year = {2009},
     pages = {55-65},
     doi = {10.1214/ECP.v17-1774},
     zbl = {1190.60053},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05636449}
}

Mueller, Carl E.; Wu, Zhixin. A connection between the stochastic heat equation and fractional Brownian motion, and a simple proof of a result of Talagrand.. Electronic Communications in Probability [electronic only], Tome 14 (2009) pp. 55-65. doi : 10.1214/ECP.v17-1774. http://gdmltest.u-ga.fr/item/05636449/