Hyperbolic Stochastic Partial Differential Equations with Additive Fractional Brownian Sheet

DOI10.1142/S0219493703000681zbMATH Open1040.60045MaRDI QIDQ4451790FDOQ4451790

Youssef Ouknine, M. Erraoui, David Nualart

Publication date: 1 March 2004

Published in: Stochastics and Dynamics (Search for Journal in Brave)

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zbMATH Keywords

hyperbolic stochastic partial differential equationsstochastic integralsfractional Brownian sheetEuler's scheme

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integrals (60H05)

Cites Work

• An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions
• Stochastic analysis of the fractional Brownian motion
• Regularization of differential equations by fractional noise.
• Implicit scheme for stochastic parabolic partial differential equations driven by space-time white noise
• ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS
• Existence of strong solutions for Itô's stochastic equations via approximations
• Stochastic integrals in the plane
• On quasi-linear stochastic partial differential equations
• On nondegenerate quasilinear stochastic partial differential equations
• Some remarks on a linear stochastic differential equation
• On two-parameter non-degenerate Brownian martingales
• Quasilinear stochastic hyperbolic differential equations with nondecreasing coefficient
• Onsager-Machlup functional for the fractional Brownian motion
• Approximation des équations différentielles stochastiques par des équations à retard

Cited In (29)

• Stochastic Korteweg-de Vries equation driven by fractional Brownian motion
• Well-posedness of stochastic KdV-BO equation driven by fractional Brownian motion
• Gradient-type noises I–partial and hybrid integrals
• Non-linear Young equations in the plane and pathwise regularization by noise for the stochastic wave equation
• An inverse source problem for the stochastic wave equation
• Stochastic Burgers' equation driven by fractional Brownian motion
• On two-parameter non-degenerate Brownian martingales
• Title not available (Why is that?)
• The high-order SPDEs driven by multi-parameter fractional noises
• Stability results for stochastic differential equations driven by an additive fractional Brownian sheet
• Fractional stochastic Volterra equation perturbed by fractional Brownian motion
• Minimum distance parameter estimation for a stochastic equation with additive fractional Brownian sheet
• Least squares estimator for the parameter of the fractional Ornstein-Uhlenbeck sheet
• Some linear fractional stochastic equations
• Stochastic elastic equation driven by fractional Brownian motion
• Controlling the solution of stochastic differential equations on a plane with additive fractional Brownian motion
• Path-by-path uniqueness of multidimensional SDE's on the plane with nondecreasing coefficients
• Stochastic elastic equation driven by multiplicative multi-parameter fractional noise
• Harnack-type inequality for linear fractional stochastic equations
• A nonlinear wave equation with fractional perturbation
• Energy of the stochastic wave equation driven by a fractional Gaussian noise
• Parameter estimation for stochastic equations with additive fractional Brownian sheet
• Quasi Surep-Variation of Fractional Brownian Sheet
• The 1-d stochastic wave equation driven by a fractional Brownian sheet
• Remarks on parameter estimation for the drift of fractional Brownian sheet
• On the equivalence of multiparameter Gaussian processes
• A problem of optimal control of a stochastic sheet
• Pathwise definition of second-order SDEs
• Stochastic differential equations driven by an additive fractional Brownian sheet

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