Compensated fractional derivatives and stochastic evolution equations

DOI10.1016/j.crma.2012.11.007zbMath1303.60054OpenAlexW2034024600MaRDI QIDQ1931825

Björn Schmalfuss, María J. Garrido-Atienza, Kening Lu

Publication date: 16 January 2013

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2012.11.007

zbMATH Keywords

existenceuniquenessfractional derivativesstochastic evolution equationsrough path theory

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Applications of operator theory to differential and integral equations (47N20) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (6)

Pathwise solutions of SPDEs driven by Hölder-continuous integrators with exponent larger than \(1/2\) and random dynamical systems ⋮ Complex variable approach to the analysis of a fractional differential equation in the real line ⋮ Random Dynamical Systems for Stochastic Evolution Equations Driven by Multiplicative Fractional Brownian Noise with Hurst Parameters $H{\in} (1/3,1/2$] ⋮ A note on the generation of random dynamical systems from fractional stochastic delay differential equations ⋮ STOCHASTIC POROUS MEDIA EQUATION DRIVEN BY FRACTIONAL BROWNIAN MOTION ⋮ Local pathwise solutions to stochastic evolution equations driven by fractional Brownian motions with Hurst parameters \(H\in (1/3,1/2\)]

Cites Work

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• Non-linear rough heat equations
• Partial differential equations driven by rough paths
• Semigroups of linear operators and applications to partial differential equations
• Integration with respect to fractal functions and stochastic calculus. I
• Rough evolution equations
• ANOTHER APPROACH TO SOME ROUGH AND STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
• Rough path analysis via fractional calculus

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