On backward problems for stochastic fractional reaction equations with standard and fractional Brownian motion (Q2166178)

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On backward problems for stochastic fractional reaction equations with standard and fractional Brownian motion

scientific article; zbMATH DE number 7574666

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English	On backward problems for stochastic fractional reaction equations with standard and fractional Brownian motion	scientific article; zbMATH DE number 7574666

Statements

instance of

scholarly article

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title

On backward problems for stochastic fractional reaction equations with standard and fractional Brownian motion (English)

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Bulletin des Sciences Mathématiques

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publication date

24 August 2022

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zbMATH Keywords

fractional differential equation

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fractional reaction equation

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fractional Brownian motion

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inverse problem

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well-posedness

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ill-posedness

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.bulsci.2022.103158

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cites work

On a fractional reaction-diffusion equation

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Initial value/boundary value problems for fractional diffusion-wave equations and applications to some inverse problems

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Impulsive stochastic functional differential inclusions driven by a fractional Brownian motion with infinite delay

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Stochastic differential equations with non-instantaneous impulses driven by a fractional Brownian motion

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Long time behavior of fractional impulsive stochastic differential equations with infinite delay

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Carleman estimate for stochastic parabolic equations and inverse stochastic parabolic problems

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Global uniqueness for an inverse stochastic hyperbolic problem with three unknowns

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Well-posedness of backward stochastic differential equations with general filtration

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Some properties of non-linear fractional stochastic heat equations on bounded domains

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Asymptotic properties of some space-time fractional stochastic equations

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A construction of the rough path above fractional Brownian motion using Volterra's representation

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EXISTENCE OF STRONG SOLUTIONS AND UNIQUENESS IN LAW FOR STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY FRACTIONAL BROWNIAN MOTION

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Q5816908

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Identifiers

zbMATH Open document ID

1503.60085

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Mathematics Subject Classification ID

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10.1016/J.BULSCI.2022.103158

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Sitelinks

Mathematics(1 entry)

mardi On backward problems for stochastic fractional reaction equations with standard and fractional Brownian motion