Stochastic evolution equations driven by Liouville fractional Brownian motion

DOI10.1007/s10587-012-0011-zzbMath1249.60109arXiv1001.4013OpenAlexW2052899894MaRDI QIDQ2897342

Donna Mary Salopek, Zdzisław Brzeźniak, J. M. A. M. van Neerven

Publication date: 10 July 2012

Published in: Czechoslovak Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1001.4013

zbMATH Keywords

stochastic evolution equationfractional Ornstein-Uhlenbeck processLiouville fractional Brownian motion

Mathematics Subject Classification ID

Stochastic integrals (60H05) PDEs with randomness, stochastic partial differential equations (35R60) Self-similar stochastic processes (60G18)

Related Items (13)

Equivalence of laws and null controllability for SPDEs driven by a fractional Brownian motion ⋮ Lp-valued stochastic convolution integral driven by Volterra noise ⋮ Cylindrical fractional Brownian motion in Banach spaces ⋮ Local L^p-solution for semilinear heat equation with fractional noise ⋮ Mild solutions of the stochastic MHD equations driven by fractional Brownian motions ⋮ Well-posedness for Hardy-Hénon parabolic equations with fractional Brownian noise ⋮ On a generalized stochastic Burgers' equation perturbed by Volterra noise ⋮ Stochastic evolution equations with Volterra noise ⋮ Stochastic integration with respect to fractional processes in Banach spaces ⋮ \(L^p\)-solutions of the Navier-Stokes equation with fractional Brownian noise ⋮ Linear stochastic differential equations driven by Gauss-Volterra processes and related linear-quadratic control problems ⋮ Rough homogenisation with fractional dynamics ⋮ Mild stochastic sewing lemma, SPDE in random environment, and fractional averaging

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