Elementary Pathwise Methods for Nonlinear Parabolic and Transport Type Stochastic Partial Differential Equations with Fractal Noise

DOI10.1007/978-3-319-03512-3_8zbMath1322.60112arXiv1312.3272OpenAlexW77188106WikidataQ59900381 ScholiaQ59900381MaRDI QIDQ2946089

Michael Hinz, Martina Zähle, Elena Issoglio

Publication date: 16 September 2015

Published in: Modern Stochastics and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1312.3272

zbMATH Keywords

stochastic partial differential equationsfractal noisepathwise methods

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (4)

Blow‐up regions for a class of fractional evolution equations with smoothed quadratic nonlinearities ⋮ A non-linear parabolic PDE with a distributional coefficient and its applications to stochastic analysis ⋮ A Feynman-Kac result via Markov BSDEs with generalised drivers ⋮ Regularity of the solutions to SPDEs in metric measure spaces

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