Stochastic evolution equations with fractional Brownian motion

From MaRDI portal
Publication:1416779

DOI10.1007/s00440-003-0282-2zbMath1036.60056OpenAlexW1966589369MaRDI QIDQ1416779

Samy Tindel, Frederi G. Viens, Ciprian A. Tudor

Publication date: 16 December 2003

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-003-0282-2



Related Items

Stochastic modified Boussinesq approximate equation driven by fractional Brownian motion, Well-posedness of stochastic KdV-BO equation driven by fractional Brownian motion, Fully nonlocal stochastic control problems with fractional Brownian motions and Poisson jumps, Some properties of the solution to fractional heat equation with a fractional Brownian noise, Stochastic evolution equations driven by Liouville fractional Brownian motion, Fractional stochastic Volterra equation perturbed by fractional Brownian motion, Dynamics of stochastic non-Newtonian fluids driven by fractional Brownian motion with Hurst parameter \(H \in (\tfrac 14,\tfrac 12)\), Regularity properties of the solution to a stochastic heat equation driven by a fractional Gaussian noise on \(\mathbb{S}^2\), Random attractors for stochastic discrete long wave-short wave resonance equations driven by fractional Brownian motions, The 1-d stochastic wave equation driven by a fractional Brownian sheet, Young integrals and SPDEs, Stochastic equations in Hilbert space with a multiplicative fractional Gaussian noise, Existence and exponential stability for impulsive neutral stochastic functional differential equations driven by fBm with noncompact semigroup via Mönch fixed point, Controllability of nonlinear impulsive stochastic evolution systems driven by fractional Brownian motion, Stochastic fractional heat equations driven by fractional noises, Stochastic differential equations driven by fractional Brownian motions, Exponential behavior of neutral impulsive stochastic integro-differential equations driven by Poisson jumps and Rosenblatt process, Pathwise solutions of SPDEs driven by Hölder-continuous integrators with exponent larger than \(1/2\) and random dynamical systems, Neutral stochastic delay partial functional integro-differential equations driven by a fractional Brownian motion, The stochastic wave equation with fractional noise: a random field approach, Elementary Pathwise Methods for Nonlinear Parabolic and Transport Type Stochastic Partial Differential Equations with Fractal Noise, Ergodicity and drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process of the second kind, Sample paths of the solution to the fractional-colored stochastic heat equation, Stochastic delay differential equations in a Hilbert space driven by fractional Brownian motion, Cylindrical fractional Brownian motion in Banach spaces, A nonlinear wave equation with fractional perturbation, Averaging principles for functional stochastic partial differential equations driven by a fractional Brownian motion modulated by two-time-scale Markovian switching processes, Semigroups, potential spaces and applications to (S)PDE, Mild solutions of the stochastic MHD equations driven by fractional Brownian motions, Transport equations with fractal noise-existence, uniqueness and regularity of the solution, Mild solutions for a class of fractional SPDEs and their sample paths, Existence and exponential stability for neutral stochastic integrodifferential equations with impulses driven by a fractional Brownian motion, Generalized fractional Lévy random fields on Gel'fand triple: a white noise approach, Numerical schemes for rough parabolic equations, Stochastic elastic equation driven by multiplicative multi-parameter fractional noise, Asymptotic analysis of a kernel estimator for parabolic stochastic partial differential equations driven by fractional noises, Non-linear rough heat equations, A note on stochastic Schrödinger equations with fractional multiplicative noise, Retarded evolution systems driven by fractional Brownian motion with Hurst parameter \(H>1/2\), Attracting and quasi-invariant sets of neutral stochastic integro-differential equations with impulses driven by fractional Brownian motion, On a jump-type stochastic fractional partial differential equation with fractional noises, Exponential stability behavior of neutral stochastic integrodifferential equations with fractional Brownian motion and impulsive effects, Neutral stochastic functional differential equations driven by a fractional Brownian motion in a Hilbert space, Stochastic heat equation with multiplicative fractional-colored noise, Ergodicity of the infinite dimensional fractional Brownian motion, Ergodic properties of the solution to a fractional stochastic heat equation, with an application to diffusion parameter estimation, Itô's formula for linear fractional PDEs, Dissipative stochastic evolution equations driven by general Gaussian and non-Gaussian noise, The existence, uniqueness, and controllability of neutral stochastic delay partial differential equations driven by standard Brownian motion and fractional Brownian motion, Random attractor for the 3D viscous primitive equations driven by fractional noises, A FILTERING PROBLEM FOR A LINEAR STOCHASTIC EVOLUTION EQUATION DRIVEN BY A FRACTIONAL BROWNIAN MOTION, Pathwise definition of second-order SDEs, Moment stability via resolvent operators of fractional stochastic differential inclusions driven by fractional Brownian motion, Fractional Lévy processes on Gel'fand triple and stochastic integration, Decompositions of stochastic convolution driven by a white-fractional Gaussian noise, \(\mathbb{L}^p\)-solutions of deterministic and stochastic convective Brinkman-Forchheimer equations, Containment control for multi-agent systems with fractional Brownian motion, Stochastic evolution equations with Volterra noise, Infinite dimensional pathwise Volterra processes driven by Gaussian noise -- probabilistic properties and applications --, Mixed fractional heat equation driven by fractional Brownian sheet and Lévy process, Stochastic heat equation driven by fractional noise and local time, Random attractors for stochastic discrete Klein-Gordon-Schrödinger equations driven by fractional Brownian motions, Optimal error estimates for fractional stochastic partial differential equation with fractional Brownian motion, Unstable invariant manifolds for stochastic PDEs driven by a fractional Brownian motion, Solvability and stability for neutral stochastic integro-differential equations driven by fractional Brownian motion with impulses, Controllability of fractional neutral stochastic functional differential systems, On a semilinear stochastic partial differential equation with double-parameter fractional noises, Time-space fractional stochastic Ginzburg-Landau equation driven by fractional Brownian motion, The existence and exponential behavior of solutions to stochastic delay evolution equations with a fractional Brownian motion, Stochastic averaging for a class of two-time-scale systems of stochastic partial differential equations, Sharp Gaussian regularity on the circle, and applications to the fractional stochastic heat equation, Skorohod integration and stochastic calculus beyond the fractional Brownian scale, Rough evolution equations, Stochastic Burgers' equation driven by fractional Brownian motion, Neutral stochastic integrodifferential equations driven by a fractional Brownian motion with impulsive effects and time-varying delays, Existence and exponential stability for neutral stochastic integro-differential equations with impulses driven by a Rosenblatt process, Convergence of \(p\)-th mean in an averaging principle for stochastic partial differential equations driven by fractional Brownian motion, Reaction-Diffusion Equations with Polynomial Drifts Driven by Fractional Brownian Motions, Neutral stochastic partial differential equations with delay driven by Rosenblatt process in a Hilbert space, Impulsive stochastic functional differential inclusions driven by a fractional Brownian motion with infinite delay, Stochastic elastic equation driven by fractional Brownian motion, A note on stability of SPDEs driven by \(\alpha\)-stable noises, Comparing the stochastic nonlinear wave and heat equations: a case study, Regularity of the solutions to SPDEs in metric measure spaces, Singleton sets random attractor for stochastic FitzHugh-Nagumo lattice equations driven by fractional Brownian motions, The fractional stochastic heat equation on the circle: Time regularity and potential theory, Gradient type noises. II: Systems of stochastic partial differential equations, Ergodicity and parameter estimates for Infinite-dimensional fractional Ornstein-Uhlenbeck process, Impulsive neutral functional differential equations driven by a fractional Brownian motion with unbounded delay, Stochastic modeling of unresolved scales in complex systems, Stochastic integration with respect to fractional processes in Banach spaces, Stability of a class of impulsive neutral stochastic functional partial differential equations, RANDOM ATTRACTORS OF STOCHASTIC LATTICE DYNAMICAL SYSTEMS DRIVEN BY FRACTIONAL BROWNIAN MOTIONS, Jump type Cahn-Hilliard equations with fractional noises, Existence results systems coupled impulsive neutral stochastic functional differential equations with the measure of noncompactness, Fractional white noise perturbations of parabolic Volterra equations, Existence and asymptotic stability for lattice stochastic integrodifferential equations with infinite delays, Stochastic Korteweg-de Vries equation driven by fractional Brownian motion, Setvalued dynamical systems for stochastic evolution equations driven by fractional noise, Stochastic differential equations with non-instantaneous impulses driven by a fractional Brownian motion, On inverse initial value problems for the stochastic strongly damped wave equation, Stochastic pseudo-parabolic equations with fractional derivative and fractional Brownian motion, ASYMPTOTIC PROPERTIES OF THE MAXIMUM LIKELIHOOD ESTIMATOR FOR STOCHASTIC PARABOLIC EQUATIONS WITH ADDITIVE FRACTIONAL BROWNIAN MOTION, Approximate controllability of retarded impulsive stochastic integro-differential equations driven by fractional Brownian motion, A NOTE ON VARIATIONAL SOLUTIONS TO SPDE PERTURBED BY GAUSSIAN NOISE IN A GENERAL CLASS, Amplitude equations for SPDEs driven by fractional additive noise with small hurst parameter, Asymptotic behaviours of a stochastic delay equation driven by an fBm in Hilbert space, Existence, Uniqueness and Stability of Impulsive Stochastic Partial Neutral Functional Differential Equations with Infinite Delays Driven by a Fractional Brownian Motion, Averaging principles for SPDEs driven by fractional Brownian motions with random delays modulated by two-time-scale Markov switching processes, Approximate controllability of fractional stochastic differential equations driven by mixed fractional Brownian motion via resolvent operators, Controllability of semilinear neutral stochastic integrodifferential evolution systems with fractional Brownian motion, Local L^p-solution for semilinear heat equation with fractional noise, On a fractional Rayleigh–Stokes equation driven by fractional Brownian motion, Well-posedness of the time-space fractional stochastic Navier-Stokes equations driven by fractional Brownian motion, Stability for some impulsive neutral stochastic functional integro-differential equations driven by fractional Brownian motion, An Infinite-Dimensional Fractional Linear Quadratic Regulator Problem, REGULARIZATION OF QUASILINEAR HEAT EQUATIONS BY A FRACTIONAL NOISE, Estimation of the Hurst and diffusion parameters in fractional stochastic heat equation, On terminal value problems for bi-parabolic equations driven by Wiener process and fractional Brownian motions, On a stochastic fractional partial differential equation with a fractional noise, Moderate deviation for parameter estimator in the stochastic parabolic equations with additive fractional Brownian motion, FRACTIONAL LÉVY PROCESSES AND NOISES ON GEL′FAND TRIPLE, STOCHASTIC CAHN–HILLIARD EQUATION WITH FRACTIONAL NOISE, Analysis of the Rosenblatt process, Existence and stability for fractional parabolic integro-partial differential equations with fractional Brownian motion and nonlocal condition, Unnamed Item, EXISTENCE CRITERIA FOR SOLUTIONS OF LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS WITH SKEW-SYMMETRIC DIFFERENTIAL OPERATOR AND ADDITIVE FRACTIONAL BROWNIAN NOISE, Periodic stochastic high-order Degasperis–Procesi equation with cylindrical fBm, Fractional stochastic heat equation with piecewise constant coefficients, Unnamed Item, Stochastic Evolution Equations Driven by a Fractional White Noise, An inverse random source problem for the time fractional diffusion equation driven by a fractional Brownian motion, Existence of Mild Solutions to Stochastic Delay Evolution Equations with a Fractional Brownian Motion and Impulses, Stochastic delay fractional evolution equations driven by fractional Brownian motion, Transportation inequalities for coupled systems of stochastic delay evolution equations with a fractional Brownian motion