Fractional white noise perturbations of parabolic Volterra equations

DOI10.1515/JAA.2010.003zbMATH Open1276.60068arXiv1007.1855OpenAlexW2963776908MaRDI QIDQ2865553FDOQ2865553

Authors: Stefan Sperlich, Mathias Wilke 

Publication date: 2 December 2013

Published in: Journal of Applied Analysis (Search for Journal in Brave)

Abstract: Aim of this work is to extend the results of Cl'ement, Da Prato & Pr"uss on the fractional white noise perturbation with Hurst parameter 0<H<1. We will obtain similar results and it will turn out that the regularity of the solution u(t) of the stochastic Volterra equation increases with Hurst parameter H.

Full work available at URL: https://arxiv.org/abs/1007.1855

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zbMATH Keywords

fractional Brownian motionfractional integrationfractional derivativesstochastic convolutionparabolicitylinear viscoelasticityVolterra equations

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Fractional derivatives and integrals (26A33) Volterra integral equations (45D05) Stochastic integrals (60H05) Self-similar stochastic processes (60G18) Stochastic integral equations (60H20)

Cites Work

• Fractional Brownian Motions, Fractional Noises and Applications
• Stochastic evolution equations with fractional Brownian motion
• STOCHASTIC INTEGRATION FOR FRACTIONAL BROWNIAN MOTION IN A HILBERT SPACE
• A theorem of the Dore-Venni type for noncommuting operators
• Mathematical Modeling of the GnRH Pulse and Surge Generator

Cited In (4)

• On Parabolic Volterra Equations Disturbed by Fractional Brownian Motions
• Fractional stochastic Volterra equation perturbed by fractional Brownian motion
• Impact of correlated noises on additive dynamical systems
• Some approximation results for mild solutions of stochastic fractional order evolution equations driven by Gaussian noise

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