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Probabilistic approach for semi-linear stochastic fractal equations - MaRDI portal

Probabilistic approach for semi-linear stochastic fractal equations (Q744228)

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scientific article; zbMATH DE number 6351727
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Probabilistic approach for semi-linear stochastic fractal equations
scientific article; zbMATH DE number 6351727

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    Probabilistic approach for semi-linear stochastic fractal equations (English)
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    6 October 2014
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    The authors consider a class of semi-linear stochastic fractal equations. A stochastic representation is provided and theorems about the existence and uniqueness of solutions are proved.
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    \(\alpha\)-stable processes
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    stochastic fractal equations
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    stochastic flows
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    derivative formula
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