On terminal value problems for bi-parabolic equations driven by Wiener process and fractional Brownian motions

DOI10.3233/ASY-201637zbMath1487.35365OpenAlexW3089236418MaRDI QIDQ5155158

Tran Ngoc Thach, Nguyen Huy Tuan, Tomás Caraballo Garrido

Publication date: 6 October 2021

Published in: Asymptotic Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3233/asy-201637

zbMATH Keywords

fractional Brownian motionill-posednessstandard Brownian motionterminal value problembi-parabolic equation

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Fractional processes, including fractional Brownian motion (60G22) Smoothness and regularity of solutions to PDEs (35B65) Brownian motion (60J65) Ill-posed problems for PDEs (35R25) White noise theory (60H40) Existence problems for PDEs: global existence, local existence, non-existence (35A01) PDEs with randomness, stochastic partial differential equations (35R60) PDEs in connection with classical thermodynamics and heat transfer (35Q79) Regularization by noise (60H50)

Related Items (4)

Well-posed results for nonlocal biparabolic equation with linear and nonlinear source terms ⋮ On stochastic elliptic equations driven by Wiener process with non-local condition ⋮ The backward problem of stochastic convection-diffusion equation ⋮ On some inverse problem for bi-parabolic equation with observed data in L^{p} spaces

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