Fractional white noise perturbations of parabolic Volterra equations

DOI10.1515/JAA.2010.003MaRDI QIDQ2865553zbMATH OpenOpenAlexFDO

Authors Stefan Sperlich, Mathias Wilke

Publication date 2 December 2013

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

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

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)

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.

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Cites work

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

Cited in

(4)

• Fractional stochastic Volterra equation perturbed by fractional Brownian motion
• On Parabolic Volterra Equations Disturbed by Fractional Brownian Motions
• 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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