Stochastic elastic equation driven by fractional Brownian motion

DOI10.1080/17442508.2015.1079636zbMATH Open1337.60144OpenAlexW2344250321MaRDI QIDQ2804553FDOQ2804553

Xiaoyuan Yang, Yinghan Zhang

Publication date: 4 May 2016

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2015.1079636

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zbMATH Keywords

fractional Brownian motionHurst parameterPicard iterationstochastic elastic equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional processes, including fractional Brownian motion (60G22)

Cites Work

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• Stochastic evolution equations with fractional Brownian motion
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• Hyperbolic Stochastic Partial Differential Equations with Additive Fractional Brownian Sheet
• Stochastic Calculus for Fractional Brownian Motion and Applications
• STOCHASTIC INTEGRATION FOR FRACTIONAL BROWNIAN MOTION IN A HILBERT SPACE
• Heat equations with fractional white noise potentials
• Stochastic heat equation driven by fractional noise and local time
• Stochastic Burgers' equation driven by fractional Brownian motion
• On a stochastic heat equation with first order fractional noises and applications to finance
• Stochastic nonlinear beam equations
• Stochastic generalized Burgers equations driven by fractional noises
• The 1-d stochastic wave equation driven by a fractional Brownian sheet
• The stochastic wave equation with fractional noise: a random field approach
• Stochastic beam equations under random dynamic loads
• STOCHASTIC CAHN–HILLIARD EQUATION WITH FRACTIONAL NOISE
• Stochastic Green's theorem for fractional Brownian sheet and its application
• Large deviations for stochastic nonlinear beam equations
• On a stochastic plate equation

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