New results for stochastic fractional pseudo-parabolic equations with delays driven by fractional Brownian motion

DOI10.1016/j.spa.2023.03.012OpenAlexW4328105764MaRDI QIDQ6156999

Tran Ngoc Thach, Nguyen Huy Tuan, Tomás Caraballo Garrido

Publication date: 19 June 2023

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://idus.us.es/handle//11441/147894

zbMATH Keywords

fractional Brownian motionunbounded delaystochastic fractional differential equationsbounded delayfractional pseudo-parabolic equations

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Ultraparabolic equations, pseudoparabolic equations, etc. (35K70)

Related Items (2)

Continuity with respect to the Hurst parameter of solutions to stochastic evolution equations driven by \(H\)-valued fractional Brownian motion ⋮ Numerical study for a class of time fractional diffusion equations using operational matrices based on Hosoya polynomial

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