Mild solutions for a class of fractional SPDEs and their sample paths

DOI10.1007/s00028-009-0014-xzbMath1239.60028arXiv0710.5485MaRDI QIDQ423348

Marta Sanz-Solé, Pierre-A. Vuillermot

Publication date: 2 June 2012

Published in: Journal of Evolution Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0710.5485

zbMATH Keywords

Green's function; fractional Brownian motion; stochastic partial differential equation; sample path regularity

Mathematics Subject Classification ID

60G22: Fractional processes, including fractional Brownian motion

35K55: Nonlinear parabolic equations

60G17: Sample path properties

60H07: Stochastic calculus of variations and the Malliavin calculus

35R60: PDEs with randomness, stochastic partial differential equations

60G18: Self-similar stochastic processes

Related Items

Approximation of a stochastic wave equation in dimension three, with application to a support theorem in Hölder norm: the non-stationary case, Numerical schemes for rough parabolic equations, The stochastic wave equation with fractional noise: a random field approach, Sharp mean-square regularity results for SPDEs with fractional noise and optimal convergence rates for the numerical approximations, Finite-Time Blowup and Existence of Global Positive Solutions of a Semi-linear Stochastic Partial Differential Equation with Fractional Noise, Sample paths of the solution to the fractional-colored stochastic heat equation, A FRACTIONAL POISSON EQUATION: EXISTENCE, REGULARITY AND APPROXIMATIONS OF THE SOLUTION

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Variational solutions for partial differential equations driven by a fractional noise
• Young integrals and SPDEs
• Integration with respect to fractal functions and stochastic calculus. I
• Stochastic analysis of the fractional Brownian motion
• On fractional Brownian processes
• Equivalence and Hölder-Sobolev regularity of solutions for a class of non-autonomous stochastic partial differential equations
• Evolution equations driven by a fractional Brownian motion
• Stochastic evolution equations with fractional Brownian motion
• Integration questions related to fractional Brownian motion
• Differential equations driven by fractional Brownian motion
• A general analytical result for non-linear {SPDE}'s and applications
• Stochastic integration with respect to fractional Brownian motion
• The 1-d stochastic wave equation driven by a fractional Brownian sheet
• Approximations of the Brownian rough path with applications to stochastic analysis
• Large deviations for rough paths of the fractional Brownian motion
• Notes on the two-dimensional fractional Brownian motion
• Central limit theorems for sequences of multiple stochastic integrals
• A version of Hörmander's theorem for the fractional Brownian motion
• General Fractional Multiparameter White Noise Theory and Stochastic Partial Differential Equations
• The Malliavin Calculus and Related Topics
• Regularity of solutions of linear stochastic equations in hilbert spaces
• Ordinary differential equations with fractal noise
• Arbitrage with Fractional Brownian Motion
• System Control and Rough Paths
• Fractional Brownian Motions, Fractional Noises and Applications
• Stochastic calculus with respect to Gaussian processes
• Regularity properties of some stochastic Volterra integrals with singular kernel