Stochastic evolution equations with Volterra noise
From MaRDI portal
Publication:511134
DOI10.1016/j.spa.2016.07.003zbMath1390.60228MaRDI QIDQ511134
Publication date: 14 February 2017
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2016.07.003
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60H05: Stochastic integrals
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
35R60: PDEs with randomness, stochastic partial differential equations
Related Items
Lp-valued stochastic convolution integral driven by Volterra noise, Limiting measure and stationarity of solutions to stochastic evolution equations with Volterra noise, The linear stochastic heat equation with Hermite noise, Amplitude equations for SPDEs driven by fractional additive noise with small hurst parameter, Local L^p-solution for semilinear heat equation with fractional noise, Filtering of Gaussian processes in Hilbert spaces, Sample paths estimates for stochastic fast-slow systems driven by fractional Brownian motion, Stochastic integration with respect to fractional processes in Banach spaces, A stochastic calculus for Rosenblatt processes, Approximate controllability of fractional stochastic differential equations driven by Rosenblatt process with non-instantaneous impulses, Parameter identification for the Hermite Ornstein-Uhlenbeck process, Well-posedness for Hardy-Hénon parabolic equations with fractional Brownian noise, On a generalized stochastic Burgers' equation perturbed by Volterra noise, Linear backward stochastic differential equations with Gaussian Volterra processes, Behavior with respect to the Hurst index of the Wiener Hermite integrals and application to SPDEs, Linear stochastic differential equations driven by Gauss-Volterra processes and related linear-quadratic control problems, Advances in noise modeling for stochastic systems in optimal control
Cites Work
- Unnamed Item
- Unnamed Item
- The spaces \(L^ p\), with mixed norm
- Stochastic analysis of the fractional Brownian motion
- A parabolic stochastic differential equation with fractional Brownian motion input
- Elliptic Gaussian random processes
- Stochastic evolution equations with fractional Brownian motion
- Equivalence of laws and null controllability for SPDEs driven by a fractional Brownian motion
- Stochastic integration with respect to multifractional Brownian motion via tangent fractional Brownian motions
- Approximating some Volterra type stochastic integrals with applications to parameter estimation.
- Stochastic evolution equations driven by Liouville fractional Brownian motion
- FRACTIONAL BROWNIAN MOTION AND STOCHASTIC EQUATIONS IN HILBERT SPACES
- Semilinear Stochastic Equations in a Hilbert Space with a Fractional Brownian Motion
- Regularity of solutions of linear stochastic equations in hilbert spaces
- Stochastic integration with respect to the fractional Brownian motion
- Stochastic integration of functions with values in a Banach space
- Ergodicity for Infinite Dimensional Systems
- Analysis of the Rosenblatt process
- Stochastic calculus with respect to Gaussian processes
- Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion
- Heat equations with fractional white noise potentials
- Stochastic Equations in Infinite Dimensions