Fractional white noise perturbations of parabolic Volterra equations

DOI10.1515/JAA.2010.003zbMath1276.60068arXiv1007.1855OpenAlexW2963776908MaRDI QIDQ2865553

Mathias Wilke, Stefan Sperlich

Publication date: 2 December 2013

Published in: Journal of Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1007.1855

zbMATH Keywords

fractional derivativesfractional Brownian motionlinear viscoelasticityfractional integrationstochastic convolutionparabolicityVolterra equations

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Fractional derivatives and integrals (26A33) Stochastic integrals (60H05) Self-similar stochastic processes (60G18) Volterra integral equations (45D05) Stochastic integral equations (60H20)

Related Items (3)

Fractional stochastic Volterra equation perturbed by fractional Brownian motion ⋮ Some approximation results for mild solutions of stochastic fractional order evolution equations driven by Gaussian noise ⋮ On Parabolic Volterra Equations Disturbed by Fractional Brownian Motions

Cites Work

• Stochastic evolution equations with fractional Brownian motion
• A theorem of the Dore-Venni type for noncommuting operators
• Mathematical Modeling of the GnRH Pulse and Surge Generator
• STOCHASTIC INTEGRATION FOR FRACTIONAL BROWNIAN MOTION IN A HILBERT SPACE
• Fractional Brownian Motions, Fractional Noises and Applications

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