Stochastic Korteweg-de Vries equation driven by fractional Brownian motion

DOI10.3934/DCDS.2015.35.5255zbMATH Open1334.35454OpenAlexW2524741027MaRDI QIDQ255486FDOQ255486

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)

Cites Work

• Fractional Brownian Motions, Fractional Noises and Applications
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• Title not available (Why is that?)
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• A bilinear estimate with applications to the KdV equation
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• The well-posedness of the Korteweg-de Vries-Benjamin-Ono equation
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• Stochastic Burgers' equation driven by fractional Brownian motion

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
• Title not available (Why is that?)

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