Evolutionary equations driven by fractional Brownian motion

DOI10.1007/S40072-013-0015-1MaRDI QIDQ378032zbMATH OpenOpenAlexFDO

Authors Gertrud Desch, Stig-Olof Londen

Publication date 20 November 2013

Published in Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s40072-013-0015-1

zbMATH Keywords

fractional Brownian motionpositive operatorstochastic integral equationSkorohod integral

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic integral equations (60H20)

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Cited in

(10)

• An infinite dimensional quasilinear evolution equation driven by an infinite dimensional Brownian motion
• On some stochastic differential equations and fractional Brownian motion
• \(L_p\)-theory for the fractional time stochastic heat equation with an infinite-dimensional fractional Brownian motion
• Stochastic evolution equations with fractional Brownian motion
• Implicit Euler approximation of stochastic evolution equations with fractional Brownian motion
• Regularity theory for a new class of fractional parabolic stochastic evolution equations
• Stochastic evolution equations driven by a Liouville fractional Brownian motion
• Strong dissipativity of generalized time-fractional derivatives and quasi-linear (stochastic) partial differential equations
• A fractional stochastic evolution equation driven by fractional Brownian motion
• Existence and regularity of solutions to time-fractional diffusion equations

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