SPDE with generalized drift and fractional-type noise

DOI10.1007/s00030-016-0407-9zbMath1361.60052OpenAlexW2523405547MaRDI QIDQ520227

Ciprian A. Tudor, Mounir Zili

Publication date: 3 April 2017

Published in: NoDEA. Nonlinear Differential Equations and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00030-016-0407-9

zbMATH Keywords

fractional Brownian motionstochastic partial differential equationsHölder continuityWiener integralstochastic heat equationbifractional Brownian motiondiscontinuous driftcovariance measure structure

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (2)

Stochastic heat equation with piecewise constant coefficients and generalized fractional type noise ⋮ Mixed stochastic heat equation with fractional Laplacian and gradient perturbation

Cites Work

• Additive functionals of the solution to fractional stochastic heat equation
• On the mixed fractional Brownian motion
• On the constructions of the skew Brownian motion
• A decomposition of the bifractional Brownian motion and some applications
• Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's
• Wiener integrals, Malliavin calculus and covariance measure structure
• Analysis of Variations for Self-similar Processes
• Covariance measure and stochastic heat equation with fractional noise
• Stochastic Differential Equations with Generalized Drift Vector
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