SOME LINEAR SPDEs DRIVEN BY A FRACTIONAL NOISE WITH HURST INDEX GREATER THAN 1/2

DOI10.1142/S0219025712500233zbMath1274.60194arXiv1102.3992OpenAlexW2105430687MaRDI QIDQ4923888

Raluca M. Balan

Publication date: 27 May 2013

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1102.3992

zbMATH Keywords

Lévy processesfractional Brownian motionstochastic partial differential equationsspatially homogeneous Gaussian noise

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Fractional processes, including fractional Brownian motion (60G22) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (6)

Solving a nonlinear fractional stochastic partial differential equation with fractional noise ⋮ Sample paths of the solution to the fractional-colored stochastic heat equation ⋮ Linear SPDEs driven by stationary random distributions ⋮ On a nonlinear stochastic pseudo-differential equation driven by fractional noise ⋮ A note on intermittency for the fractional heat equation ⋮ Stochastic partial differential equations driven by space-time fractional noises

Cites Work

• The stochastic wave equation with fractional noise: a random field approach
• Harmonic analysis of additive Lévy processes
• Stochastic heat equation driven by fractional noise and local time
• Stochastic analysis of the fractional Brownian motion
• Stochastic integration with respect to fractional Brownian motion
• Stochastic heat equation with multiplicative fractional-colored noise
• Regularity of the sample paths of a class of second-order SPDE's
• A local-time correspondence for stochastic partial differential equations
• On a Generalization of a Stochastic Integral
• Stochastic Calculus for Fractional Brownian Motion I. Theory
• Fractional Brownian Motions, Fractional Noises and Applications
• Stochastic integral
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