Pathwise solution to rough stochastic lattice dynamical system driven by fractional noise (Q2286198)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7149839
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Pathwise solution to rough stochastic lattice dynamical system driven by fractional noise |
scientific article; zbMATH DE number 7149839 |
Statements
Pathwise solution to rough stochastic lattice dynamical system driven by fractional noise (English)
0 references
10 January 2020
0 references
The fBm-driving rough stochastic lattice dynamical system with a general diffusion term is investigated. First, an area element in space of tensor is desired to define the rough path integral using the Chen-equality and fractional calculus. Under certain conditions, the considered equation is proved to possess a unique local mild path-area solution.
0 references
stochastic lattice system
0 references
fractional Brownian motion (fBm)
0 references
pathwise solution
0 references
Chen-equality
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8217688798904419
0 references
0.821729838848114
0 references
0.7846673727035522
0 references
0.7542340159416199
0 references
0.7450510859489441
0 references
