Solving a nonlinear fractional stochastic partial differential equation with fractional noise

DOI10.1007/s10959-014-0578-4zbMath1335.60114OpenAlexW2022547564WikidataQ115382046 ScholiaQ115382046MaRDI QIDQ270222

Litan Yan, Jun-Feng Liu

Publication date: 7 April 2016

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-014-0578-4

zbMATH Keywords

Malliavin calculusGreen functionHölder regularityfractional noisefractional stochastic partial differential equationstable-like generator

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (8)

Some properties of the solution to fractional heat equation with a fractional Brownian noise ⋮ On a class of stochastic fractional kinetic equation with fractional noise ⋮ Pathwise mild solutions for quasilinear stochastic partial differential equations ⋮ Solving a nonlinear fractional SPDE with spatially inhomogeneous white noise ⋮ On a nonlinear stochastic pseudo-differential equation driven by fractional noise ⋮ On a class of mixed stochastic heat equations driven by spatially homogeneous Gaussian noise ⋮ ON A SEMILINEAR DOUBLE FRACTIONAL HEAT EQUATION DRIVEN BY FRACTIONAL BROWNIAN SHEET ⋮ Generalized Anderson model with time-space multiplicative fractional noise

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