Stochastic Korteweg-de Vries equation driven by fractional Brownian motion

DOI10.3934/DCDS.2015.35.5255MaRDI QIDQ255486zbMATH OpenOpenAlexFDO

Authors Guolian Wang, Boling Guo

Publication date 9 March 2016

Published in Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/dcds.2015.35.5255

zbMATH Keywords

fractional Brownian motionbilinear estimateHurst parameterKorteweg-de Vries equationstochastic convolution

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) KdV equations (Korteweg-de Vries equations) (35Q53) Fractional partial differential equations (35R11) PDEs with randomness, stochastic partial differential equations (35R60)

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Cited in

(6)

• Well-posedness of stochastic KdV-BO equation driven by fractional Brownian motion
• Stochastic modified Boussinesq approximate equation driven by fractional Brownian motion
• Periodic stochastic high-order Degasperis-Procesi equation with cylindrical fBm
• Averaging principle for Korteweg-de Vries equation with a random fast oscillation
• A linearized Kuramoto-Sivashinsky PDE via an imaginary-Brownian-time-Brownian-angle process
• scientific article; zbMATH DE number 5560636 (Why is no real title available?)

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