Stochastic elastic equation driven by multiplicative multi-parameter fractional noise
From MaRDI portal
Publication:2970120
DOI10.1142/S0219493717500125zbMath1360.60128MaRDI QIDQ2970120
Publication date: 27 March 2017
Published in: Stochastics and Dynamics (Search for Journal in Brave)
asymptotic behaviorfractional Brownian motionWiener chaos expansionmulti-parameter fractional noisestochastic elastic equation
Fractional processes, including fractional Brownian motion (60G22) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Stochastic Green's theorem for fractional Brownian sheet and its application
- Additive functionals of the solution to fractional stochastic heat equation
- On the \(\frac{1}{H}\)-variation of the divergence integral with respect to fractional Brownian motion with Hurst parameter \(H < \frac{1}{2}\)
- The high-order SPDEs driven by multi-parameter fractional noises
- The stochastic wave equation with fractional noise: a random field approach
- Stochastic generalized Burgers equations driven by fractional noises
- On a stochastic heat equation with first order fractional noises and applications to finance
- Quadratic variations for the fractional-colored stochastic heat equation
- Stochastic heat equation driven by fractional noise and local time
- Almost sure exponential behavior of a directed polymer in a fractional Brownian environment
- Stochastic Burgers' equation driven by fractional Brownian motion
- Stochastic partial differential equations. A modeling, white noise functional approach
- A parabolic stochastic differential equation with fractional Brownian motion input
- Stochastic evolution equations with fractional Brownian motion
- Stochastic beam equations under random dynamic loads
- Stochastic nonlinear beam equations
- Stochastic PDE for nonlinear vibration of elastic panels
- Stochastic heat equation with multiplicative fractional-colored noise
- Large deviations for stochastic nonlinear beam equations
- The 1-d stochastic wave equation driven by a fractional Brownian sheet
- Stochastic equations in Hilbert space with a multiplicative fractional Gaussian noise
- Stochastic calculus for fractional Brownian motion and related processes.
- PARAMETER ESTIMATION FOR SPDEs WITH MULTIPLICATIVE FRACTIONAL NOISE
- STOCHASTIC CAHN–HILLIARD EQUATION WITH FRACTIONAL NOISE
- Semilinear Stochastic Equations in a Hilbert Space with a Fractional Brownian Motion
- Parabolic Anderson problem and intermittency
- Hyperbolic Stochastic Partial Differential Equations with Additive Fractional Brownian Sheet
- On the prediction of fractional Brownian motion
- Stochastic Calculus for Fractional Brownian Motion I. Theory
- Stochastic Calculus for Fractional Brownian Motion and Applications
- STOCHASTIC INTEGRATION FOR FRACTIONAL BROWNIAN MOTION IN A HILBERT SPACE
- On a stochastic plate equation
- Heat equations with fractional white noise potentials
- Stochastic Equations in Infinite Dimensions
This page was built for publication: Stochastic elastic equation driven by multiplicative multi-parameter fractional noise