Multiparameter Fractional Brownian Motion And Quasi-Linear Stochastic Partial Differential Equations

DOI10.1080/17442500108834263zbMath0986.60056OpenAlexW1989650387MaRDI QIDQ2747859

Bernt Øksendal, Tu-Sheng Zhang

Publication date: 29 May 2002

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10852/10710

zbMATH Keywords

existence and uniquenessmultiparameter fractional Brownian motioncontinuous versionquasi-linear stochastic partial differential equation

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Self-similar stochastic processes (60G18)

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Cites Work

• An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions
• A nonlinear parabolic equation with noise
• Gaussian Hilbert Spaces
• On the prediction of fractional Brownian motion
• Fractional Brownian Motions, Fractional Noises and Applications
• Heat equations with fractional white noise potentials
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