Stochastic Korteweg-de Vries equation driven by fractional Brownian motion

DOI10.3934/dcds.2015.35.5255zbMath1334.35454OpenAlexW2524741027MaRDI QIDQ255486

Guolian Wang, Bo-ling Guo

Publication date: 9 March 2016

Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcds.2015.35.5255

zbMATH Keywords

fractional Brownian motionKorteweg-de Vries equationHurst parameterbilinear estimatestochastic convolution

Mathematics Subject Classification ID

KdV equations (Korteweg-de Vries equations) (35Q53) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Fractional partial differential equations (35R11)

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Periodic stochastic high-order Degasperis–Procesi equation with cylindrical fBm, Averaging principle for Korteweg-de Vries equation with a random fast oscillation

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