Evolutionary equations driven by fractional Brownian motion
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Publication:378032
DOI10.1007/S40072-013-0015-1zbMATH Open1283.60094OpenAlexW2007066261MaRDI QIDQ378032FDOQ378032
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
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Fractional processes, including fractional Brownian motion (60G22) Stochastic integral equations (60H20)
Cites Work
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- Evolutionary Integral Equations and Applications
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- Stochastic integration with respect to the fractional Brownian motion
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- Integration questions related to fractional Brownian motion
- Tools for Malliavin calculus in UMD Banach spaces
- Quasilinear evolutionary equations and continuous interpolation spaces.
- An \(L_{p }\)-theory for stochastic integral equations
- Stochastic integral of divergence type with respect to fractional Brownian motion with Hurst parameter \(H \in (0,\frac {1}{2})\)
- Maximal regularity for stochastic integral equations
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- \(L_p\)-theory for the stochastic heat equation with infinite-dimensional fractional noise
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
- Regularity theory for a new class of fractional parabolic stochastic evolution equations
- Implicit Euler approximation of stochastic evolution equations with fractional Brownian motion
- 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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