Elementary Pathwise Methods for Nonlinear Parabolic and Transport Type Stochastic Partial Differential Equations with Fractal Noise

DOI10.1007/978-3-319-03512-3_8zbMATH Open1322.60112arXiv1312.3272OpenAlexW77188106WikidataQ59900381 ScholiaQ59900381MaRDI QIDQ2946089FDOQ2946089

Martina Zähle, E. Issoglio, Michael Hinz

Publication date: 16 September 2015

Published in: Modern Stochastics and Applications (Search for Journal in Brave)

Abstract: We survey some of our recent results on existence, uniqueness and regularity of function solutions to parabolic and transport type partial differential equations driven by non-differentiable noises. When applied pathwise to random situations, they provide corresponding statements for stochastic partial differential equations driven by fractional noises of sufficiently high regularity order. The approach is based on semigroup theory.

Full work available at URL: https://arxiv.org/abs/1312.3272

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zbMATH Keywords

stochastic partial differential equationsfractal noisepathwise methods

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional processes, including fractional Brownian motion (60G22) PDEs with randomness, stochastic partial differential equations (35R60)

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Cited In (4)

• A Feynman-Kac result via Markov BSDEs with generalised drivers
• Regularity of the solutions to SPDEs in metric measure spaces
• Blow‐up regions for a class of fractional evolution equations with smoothed quadratic nonlinearities
• A non-linear parabolic PDE with a distributional coefficient and its applications to stochastic analysis

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