Stochastic fractional partial differential equations driven by Poisson white noise

DOI10.5802/ambp.238zbMath1154.26008OpenAlexW2232753906MaRDI QIDQ936465

Salah Hajji

Publication date: 14 August 2008

Published in: Annales Mathématiques Blaise Pascal (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AMBP_2008__15_1_43_0

zbMATH Keywords

stochastic partial differential equationsPoisson measurefractional derivative operator

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cites Work

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• Fractional differential equations. An introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications
• Study of a SPDE driven by a Poisson noise
• Parabolic SPDEs driven by Poisson white noise
• Some non-linear s. p. d. e's that are second order in time
• Malliavin calculus for parabolic SPDEs with jumps.
• On the solutions of nonlinear stochastic fractional partial differential equations in one spatial dimension

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