On Parabolic Volterra Equations Disturbed by Fractional Brownian Motions
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Publication:3611810
DOI10.1080/07362990802564616zbMath1171.26003OpenAlexW1968622785MaRDI QIDQ3611810
Publication date: 3 March 2009
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362990802564616
Gaussian processes (60G15) Stationary stochastic processes (60G10) Fractional derivatives and integrals (26A33) Stochastic integrals (60H05) Self-similar stochastic processes (60G18) Volterra integral equations (45D05) Stochastic integral equations (60H20)
Related Items (6)
Strong order of convergence of a fully discrete approximation of a linear stochastic Volterra type evolution equation ⋮ Existence and smoothness of the density of the solution to fractional stochastic integral Volterra equations ⋮ Some approximation results for mild solutions of stochastic fractional order evolution equations driven by Gaussian noise ⋮ Weak Convergence of Finite Element Approximations of Linear Stochastic Evolution Equations with Additive Lévy Noise ⋮ Existence, uniqueness and regularity for a class of semilinear stochastic Volterra equations with multiplicative noise ⋮ Global solutions to stochastic Volterra equations driven by Lévy noise
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- Space-Time Regularity of Solutions of the Parabolic Stochastic Cauchy Problem
- Fractional Brownian Motions, Fractional Noises and Applications
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