Linear SPDEs driven by stationary random distributions

DOI10.1007/s00041-012-9240-7zbMath1266.60110OpenAlexW2079591044MaRDI QIDQ1934659

Raluca M. Balan

Publication date: 29 January 2013

Published in: The Journal of Fourier Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00041-012-9240-7

zbMATH Keywords

fractional Brownian motionstochastic partial differential equationstationary random distribution

Mathematics Subject Classification ID

Random fields (60G60) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (7)

Solving a nonlinear fractional stochastic partial differential equation with fractional noise ⋮ Intermittency for the wave and heat equations with fractional noise in time ⋮ Local nondeterminism and local times of the stochastic wave equation driven by fractional-colored noise ⋮ On a nonlinear stochastic pseudo-differential equation driven by fractional noise ⋮ SPDEs with fractional noise in space: continuity in law with respect to the Hurst index ⋮ Behavior with respect to the Hurst index of the Wiener Hermite integrals and application to SPDEs ⋮ Integration with respect to Lévy colored noise, with applications to SPDEs

Cites Work

• Multivariate operator-self-similar random fields
• The stochastic wave equation with fractional noise: a random field approach
• Feynman-Kac formula for heat equation driven by fractional white noise
• Harmonic analysis of additive Lévy processes
• On the Wiener integral with respect to the fractional Brownian motion on an interval
• The Wiener integral with respect to second order processes with stationary increments
• Correlation theory of stationary and related random functions. Volume I: Basic results
• Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's
• The stochastic wave equation in two spatial dimensions
• Anisotropic analysis of some Gaussian models
• Integration questions related to fractional Brownian motion
• Are classes of deterministic integrands for fractional Brownian motion on an interval complete?
• Some non-linear s. p. d. e's that are second order in time
• Approximation in law to the \(d\)-parameter fractional Brownian sheet based on the functional invariance principle
• Regularity of the sample paths of a class of second-order SPDE's
• EXPLICIT CONSTRUCTION OF OPERATOR SCALING GAUSSIAN RANDOM FIELDS
• Representation of weakly harmonizable processes
• Non-central limit theorems for non-linear functional of Gaussian fields
• Multiparameter Processes
• On the stochastic heat equation with spatially-colored random forcing
• SOME LINEAR SPDEs DRIVEN BY A FRACTIONAL NOISE WITH HURST INDEX GREATER THAN 1/2
• Stationary random distributions
• Heat equations with fractional white noise potentials
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Linear SPDEs driven by stationary random distributions