Fractional stochastic Volterra equation perturbed by fractional Brownian motion

DOI10.1016/J.AMC.2015.01.046MaRDI QIDQ299580zbMATH OpenOpenAlexFDO

Authors Yinghan Zhang, Xiaoyuan Yang

Publication date 22 June 2016

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2015.01.046

zbMATH Keywords

fractional Brownian motionstochastic convolutionfractional stochastic Volterra equation

Mathematics Subject Classification ID

Fractional ordinary differential equations (34A08) Volterra integral equations (45D05) Random integral equations (45R05) Stochastic integral equations (60H20)

Recommendations

• Stochastic Volterra equations driven by fractional Brownian motion with Hurst parameter \(H>1/2\)
• A linear stochastic differential equation driven by a fractional Brownian motion with Hurst parameter
• Stochastic Volterra equation driven by Wiener process and fractional Brownian motion
• Stochastic evolution equations with fractional Brownian motion
• Stochastic functional differential equation with infinite memory driven by a fractional Brownian motion with Hurst parameter \(H>1/2\)

Cites work

• scientific article; zbMATH DE number 5295967 (Why is no real title available?)
• scientific article; zbMATH DE number 3984248 (Why is no real title available?)
• scientific article; zbMATH DE number 1239772 (Why is no real title available?)
• scientific article; zbMATH DE number 785439 (Why is no real title available?)
• A parabolic stochastic differential equation with fractional Brownian motion input
• Fractional white noise perturbations of parabolic Volterra equations
• Heat equations with fractional white noise potentials
• Hyperbolic Stochastic Partial Differential Equations with Additive Fractional Brownian Sheet
• Linear stochastic equations in a Hilbert space with a fractional Brownian motion
• Mittag-Leffler's Function and Stochastic Linear Volterra Equations of Convolution Type
• On a stochastic heat equation with first order fractional noises and applications to finance
• On the prediction of fractional Brownian motion
• Recent developments on stochastic heat equation with additive fractional-colored noise
• STOCHASTIC CAHN–HILLIARD EQUATION WITH FRACTIONAL NOISE
• STOCHASTIC INTEGRATION FOR FRACTIONAL BROWNIAN MOTION IN A HILBERT SPACE
• Semilinear Stochastic Equations in a Hilbert Space with a Fractional Brownian Motion
• Stochastic Burgers' equation driven by fractional Brownian motion
• Stochastic Calculus for Fractional Brownian Motion I. Theory
• Stochastic Calculus for Fractional Brownian Motion and Applications
• Stochastic Equations in Infinite Dimensions
• Stochastic Green's theorem for fractional Brownian sheet and its application
• Stochastic PDE for nonlinear vibration of elastic panels
• Stochastic beam equations under random dynamic loads
• Stochastic calculus for fractional Brownian motion and related processes.
• Stochastic equations in Hilbert space with a multiplicative fractional Gaussian noise
• Stochastic evolution equations with fractional Brownian motion
• Stochastic fractional Anderson models with fractional noises
• Stochastic generalized Burgers equations driven by fractional noises
• Stochastic heat equation driven by fractional noise and local time
• Stochastic heat equation with multiplicative fractional-colored noise
• Stochastic nonlinear beam equations
• Stochastic partial differential equations. A modeling, white noise functional approach
• The 1-d stochastic wave equation driven by a fractional Brownian sheet
• The high-order SPDEs driven by multi-parameter fractional noises
• The stochastic wave equation with fractional noise: a random field approach
• Time regularity for stochastic Volterra equations by the dilation theorem

Cited in

(11)

• scientific article; zbMATH DE number 6907398 (Why is no real title available?)
• Stochastic Volterra equations driven by fractional Brownian motion with Hurst parameter \(H>1/2\)
• A fractional Poisson equation: existence, regularity and approximations of the solution
• Existence and smoothness of the density of the solution to fractional stochastic integral Volterra equations
• Time-stepping error bound for a stochastic parabolic Volterra equation disturbed by fractional Brownian motions
• Stochastic Volterra equations driven by fractional Brownian motion
• Regularity analysis for SVEEs with additive fBms and strong error estimates for the numerical approximations
• Linear multifractional stochastic Volterra integro-differential equations
• scientific article; zbMATH DE number 1792081 (Why is no real title available?)
• Fractional white noise perturbations of parabolic Volterra equations
• Volterra equations with fractional stochastic integrals

This page was built for publication: Fractional stochastic Volterra equation perturbed by fractional Brownian motion

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q299580)