General Fractional Multiparameter White Noise Theory and Stochastic Partial Differential Equations

DOI10.1081/PDE-120028841zbMath1067.35161MaRDI QIDQ3157880

Bernt Øksendal, Tu-Sheng Zhang, Yaozhong Hu

Publication date: 20 January 2005

Published in: Communications in Partial Differential Equations (Search for Journal in Brave)

zbMATH Keywords

stochastic heat equationstochastic Poisson equationfractional white noise calculusmulti-parameter fractional Brownian motion

Mathematics Subject Classification ID

Gaussian processes (60G15) White noise theory (60H40) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

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Cites Work

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• Probability structure preserving and absolute continuity
• Multiparameter Fractional Brownian Motion And Quasi-Linear Stochastic Partial Differential Equations
• FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE
• A General Fractional White Noise Theory And Applications To Finance
• Stochastic Calculus for Fractional Brownian Motion I. Theory
• Fractional Brownian Motions, Fractional Noises and Applications
• Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion
• Heat equations with fractional white noise potentials

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