Solutions of linear and semilinear distributed parameter equations with a fractional Brownian motion

DOI10.1002/acs.1050zbMath1157.93034OpenAlexW1966289874MaRDI QIDQ3614770

Bohdan Maslowski, Tyrone E. Duncan, Bozenna Pasik-Duncan

Publication date: 9 March 2009

Published in: International Journal of Adaptive Control and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/acs.1050

zbMATH Keywords

fractional Brownian motionstochastic partial differential equationssolutions of stochastic equationsdistributed parameter equations

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Stochastic systems in control theory (general) (93E03)

Related Items (3)

Transport equations with fractal noise-existence, uniqueness and regularity of the solution ⋮ Stability in mean of partial variables for stochastic reaction diffusion systems ⋮ Theory and application of stability for stochastic reaction diffusion systems

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