Variational solutions for a class of fractional stochastic partial differential equations

DOI10.1016/j.crma.2005.01.006zbMath1063.60091OpenAlexW2049867408MaRDI QIDQ1775134

Pierre-A. Vuillermot, David Nualart

Publication date: 4 May 2005

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2005.01.006

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (4)

Variational solutions for partial differential equations driven by a fractional noise ⋮ Stability in mean of partial variables for stochastic reaction diffusion systems ⋮ Theory and application of stability for stochastic reaction diffusion systems ⋮ Controlled differential equations as Young integrals: a simple approach

Cites Work

• Integration with respect to fractal functions and stochastic calculus. I
• Long-time behavior of solutions to a class of stochastic parabolic equations with homogeneous white noise: Stratonovitch's case
• Existence and uniqueness theorems for fBm stochastic differential equations
• Equivalence and Hölder-Sobolev regularity of solutions for a class of non-autonomous stochastic partial differential equations
• Evolution equations driven by a fractional Brownian motion
• Differential equations driven by fractional Brownian motion
• On the behavior of solutions to certain parabolic SPDE's driven by Wiener processes.
• Long memory in continuous-time stochastic volatility models
• Integration with respect to Fractal Functions and Stochastic Calculus II
• FRACTIONAL BROWNIAN MOTION AND STOCHASTIC EQUATIONS IN HILBERT SPACES
• Ordinary differential equations with fractal noise
• Long-time behavior of solutions to a class of stochastic parabolic equations with homogeneous white noise: itô's case
• Fractional Brownian Motions, Fractional Noises and Applications
• Stochastic evolution equations
• Heat equations with fractional white noise potentials
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Variational solutions for a class of fractional stochastic partial differential equations