On a Class of Stochastic Anderson Models with Fractional Noises
From MaRDI portal
Publication:5459755
DOI10.1080/07362990701857095zbMath1136.60345OpenAlexW2062892997MaRDI QIDQ5459755
Yiming Jiang, Li Jun Bo, Yong Jin Wang
Publication date: 29 April 2008
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362990701857095
Nonlinear ordinary differential equations and systems (34A34) Regularity of solutions in optimal control (49N60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Related Items (23)
Lyapunov exponents of PDEs driven by fractional noise with Markovian switching ⋮ Space-time fractional Anderson model driven by Gaussian noise rough in space ⋮ Some properties of the solution to fractional heat equation with a fractional Brownian noise ⋮ High order Anderson parabolic model driven by rough noise in space ⋮ Stochastic fractional heat equations driven by fractional noises ⋮ Stochastic partial differential equation with reflection driven by fractional noises ⋮ On a nonlinear stochastic pseudo-differential equation driven by fractional noise ⋮ Asymptotic analysis of a kernel estimator for parabolic stochastic partial differential equations driven by fractional noises ⋮ Stochastic generalized Burgers equations driven by fractional noises ⋮ On a fractional SPDE driven by fractional noise and a pure jump Lévy noise in \(\mathbb{R}^d\) ⋮ ON A SEMILINEAR DOUBLE FRACTIONAL HEAT EQUATION DRIVEN BY FRACTIONAL BROWNIAN SHEET ⋮ On a semilinear mixed fractional heat equation driven by fractional Brownian sheet ⋮ On a mixed fractional Burgers type equation with polynomial nonlinearity and perturbed by fractional Brownian sheet ⋮ Generalized Anderson model with time-space multiplicative fractional noise ⋮ On a stochastic fractional partial differential equation with a fractional noise ⋮ Mixed fractional heat equation driven by fractional Brownian sheet and Lévy process ⋮ Weak convergence for the fourth-order stochastic heat equation with fractional noises ⋮ On a semilinear stochastic partial differential equation with double-parameter fractional noises ⋮ Large deviation principle for the fourth-order stochastic heat equations with fractional noises ⋮ Stochastic fractional Anderson models with fractional noises ⋮ STOCHASTIC CAHN–HILLIARD EQUATION WITH FRACTIONAL NOISE ⋮ Fractional stochastic heat equation with piecewise constant coefficients ⋮ Jump type Cahn-Hilliard equations with fractional noises
Cites Work
- Long time existence for the heat equation with a noise term
- Fractional differential equations. An introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications
- Weighted stochastic Sobolev spaces and bilinear SPDEs driven by space-time white noise
- Chaos expansion of heat equations with white noise potentials
- Generalized Brownian functionals and the solution to a stochastic partial differential equation
- Chaos decomposition of multiple fractional integrals and applications
- Construction of the solution of 1-dimensional heat equation with white noise potential and its asymptotic behaviour
- STOCHASTIC CAHN–HILLIARD PARTIAL DIFFERENTIAL EQUATIONS WITH LÉVY SPACETIME WHITE NOISES
- REGULARIZATION OF QUASILINEAR HEAT EQUATIONS BY A FRACTIONAL NOISE
- Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion
- Heat equations with fractional white noise potentials
- Cahn-Hilliard stochastic equation: Existence of the solution and of its density
- Unnamed Item
This page was built for publication: On a Class of Stochastic Anderson Models with Fractional Noises
