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

DOI10.1002/ACS.1050MaRDI QIDQ3614770zbMATH OpenOpenAlexFDO

Authors T. E. Duncan, B. Maslowski, B. 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

stochastic partial differential equationsfractional Brownian motionsolutions of stochastic equationsdistributed parameter equations

Mathematics Subject Classification ID

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

Recommendations

• scientific article; zbMATH DE number 2134055
• scientific article; zbMATH DE number 2134059
• Semilinear Stochastic Equations in a Hilbert Space with a Fractional Brownian Motion
• FRACTIONAL BROWNIAN MOTION AND STOCHASTIC EQUATIONS IN HILBERT SPACES
• Stochastic evolution equations with fractional Brownian motion

Cites work

• A parabolic stochastic differential equation with fractional Brownian motion input
• About the linear-quadratic regulator problem under a fractional Brownian perturbation
• An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions
• Ergodicity and parameter estimates for Infinite-dimensional fractional Ornstein-Uhlenbeck process
• Evolution equations driven by a fractional Brownian motion
• FRACTIONAL BROWNIAN MOTION AND STOCHASTIC EQUATIONS IN HILBERT SPACES
• Fractional Brownian Motions, Fractional Noises and Applications
• General Fractional Multiparameter White Noise Theory and Stochastic Partial Differential Equations
• Heat equations with fractional white noise potentials
• Integration questions related to fractional Brownian motion
• On the infinite time horizon linear-quadratic regulator problem under a fractional Brownian perturbation
• Parameter estimates for linear partial differential equations with fractional boundary noise
• Random Dynamical Systems and Stationary Solutions of Differential Equations Driven by the Fractional Brownian Motion
• STOCHASTIC INTEGRATION FOR FRACTIONAL BROWNIAN MOTION IN A HILBERT SPACE
• Semigroups of linear operators and applications to partial differential equations
• Semilinear Stochastic Equations in a Hilbert Space with a Fractional Brownian Motion
• Stochastic Calculus for Fractional Brownian Motion I. Theory
• Stochastic analysis of the fractional Brownian motion
• Stochastic calculus with respect to Gaussian processes
• Stochastic equations in Hilbert space with a multiplicative fractional Gaussian noise
• THE STOCHASTIC WAVE EQUATION DRIVEN BY FRACTIONAL BROWNIAN NOISE AND TEMPORALLY CORRELATED SMOOTH NOISE
• Transformations of Wiener integrals under translations

Cited in

(5)

• scientific article; zbMATH DE number 2134055 (Why is no real title available?)
• scientific article; zbMATH DE number 2134059 (Why is no real title available?)
• Theory and application of stability for stochastic reaction diffusion systems
• Transport equations with fractal noise-existence, uniqueness and regularity of the solution
• Stability in mean of partial variables for stochastic reaction diffusion systems

This page was built for publication: Solutions of linear and semilinear distributed parameter equations with a fractional Brownian motion

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3614770)