Lyapunov exponents of PDEs driven by fractional noise with Markovian switching
type: Item
instance of: scholarly article
title: Lyapunov exponents of PDEs driven by fractional noise with Markovian switching
zbMATH Open document ID: 1336.60119
author: Xiliang Fan
author: Chenggui Yuan
published in: Statistics \& Probability Letters
publication date: 2016-04-22T00:00:00Z
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 60G22
zbMATH DE Number: 6572271
zbMATH Keywords: stochastic parabolic equation
zbMATH Keywords: fractional noise
zbMATH Keywords: fractional Brownian motion
zbMATH Keywords: Lyapunov exponent
zbMATH Keywords: stability
MaRDI profile type: Publication
full work available at URL: j.spl.2015.11.025
OpenAlex ID: W2194636097
cites work: Lyapunov exponents of hybrid stochastic heat equations
cites work: Stochastic Calculus for Fractional Brownian Motion and Applications
cites work: On a Class of Stochastic Anderson Models with Fractional Noises
cites work: Asymptotic evaluation of certain markov process expectations for large time, I
cites work: Stochastic equations in Hilbert space with a multiplicative fractional Gaussian noise
cites work: Heat equations with fractional white noise potentials
cites work: Random Fourier Transforms
cites work: Stochastic fractional Anderson models with fractional noises
cites work: Stabilization of partial differential equations by noise
cites work: Stochastic Differential Equations with Markovian Switching
cites work: Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion
cites work: Moment and probability bounds with quasi-superadditive structure for the maximum partial sum
cites work: A Strong Law of Large Numbers with Applications to Self-Similar Stable Processes
cites work: The Malliavin Calculus and Related Topics
cites work: Semigroups of linear operators and applications to partial differential equations
cites work: Q3207428
cites work: Jump-diffusions with state-dependent switching: existence and uniqueness, Feller property, linearization, and uniform ergodicity
cites work: The moment and almost surely exponential stability of stochastic heat equations
cites work: Hybrid switching diffusions. Properties and applications
DOI: 10.1016/J.SPL.2015.11.025
description: scientific article; zbMATH DE number 6572271