Abstract functional stochastic evolution equations driven by fractional Brownian motion

DOI10.1155/2014/516853zbMath1469.60191OpenAlexW2023905217WikidataQ59039041 ScholiaQ59039041MaRDI QIDQ1724301

Mark A. McKibben, Micah Webster

Publication date: 14 February 2019

Published in: Abstract and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/516853

zbMATH Keywords

fractional Brownian motionstochastic evolution equations

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (2)

Numerical implementation of stochastic operational matrix driven by a fractional Brownian motion for solving a stochastic differential equation ⋮ Retarded stochastic differential equations with infinite delay driven by Rosenblatt process

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Semigroups of linear operators and applications to partial differential equations
• Diffusion with interactions and collisions between coloured particles and the propagation of chaos
• Stability of semilinear stochastic evolution equations
• A parabolic stochastic differential equation with fractional Brownian motion input
• Local existence for abstract semilinear Volterra integrodifferential equations
• Evolution equations driven by a fractional Brownian motion
• Functional integro-differential stochastic evolution equations in Hilbert space
• Differential equations driven by fractional Brownian motion
• Fractional Brownian motions in a limit of turbulent transport.
• A semilinear McKean-Vlasov stochastic evolution equation in Hilbert space
• Abstract stochastic integro-differential delay equations
• On a theory of heat conduction involving two temperature
• FRACTIONAL BROWNIAN MOTION AND STOCHASTIC EQUATIONS IN HILBERT SPACES
• Stochastic analysis of fractional brownian motions
• A fractional stochastic evolution equation driven by fractional Brownian motion
• Filtering for Linear Systems Driven by Fractional Brownian Motion
• Large deviations from the mckean-vlasov limit for weakly interacting diffusions
• On the prediction of fractional Brownian motion
• Fractional Brownian Motions, Fractional Noises and Applications

This page was built for publication: Abstract functional stochastic evolution equations driven by fractional Brownian motion