A fractional stochastic evolution equation driven by fractional Brownian motion

DOI10.1515/156939603322728969zbMath1049.60056OpenAlexW2048624096MaRDI QIDQ4462525

V. V. Anh, Wilfried Grecksch

Publication date: 18 May 2004

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://eprints.qut.edu.au/23245/1/a_fractional_stochastic_evolution_equation_driven_by_fractional_brownian_motion.pdf

zbMATH Keywords

fractional Brownian motionlong-range dependencestochastic partial differential equationstochastic evolution equationfractional differential operator

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Related Items (8)

Stochastic evolution equations driven by Liouville fractional Brownian motion ⋮ Fractional measure-dependent nonlinear second-order stochastic evolution equations with Poisson jumps ⋮ Abstract functional second-order stochastic evolution equations with applications ⋮ Transportation inequalities for coupled fractional stochastic evolution equations driven by fractional Brownian motion ⋮ Measure-dependent stochastic nonlinear beam equations driven by fractional Brownian motion ⋮ Abstract functional stochastic evolution equations driven by fractional Brownian motion ⋮ On a class of measure-dependent stochastic evolution equations driven by fbm ⋮ A class of second-order McKean-Vlasov stochastic evolution equations driven by fractional Brownian motion and Poisson jumps

Uses Software

• longmemo

Cites Work

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• The generalized Cattaneo equation for the description of anomalous transport processes
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• Stochastic Equations in Infinite Dimensions
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