Hyperbolic Stochastic Partial Differential Equations with Additive Fractional Brownian Sheet
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Cites work
- An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions
- Approximation des équations différentielles stochastiques par des équations à retard
- Existence of strong solutions for Itô's stochastic equations via approximations
- 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
- On nondegenerate quasilinear stochastic partial differential equations
- On quasi-linear stochastic partial differential equations
- On two-parameter non-degenerate Brownian martingales
- Onsager-Machlup functional for the fractional Brownian motion
- Quasilinear stochastic hyperbolic differential equations with nondecreasing coefficient
- Regularization of differential equations by fractional noise.
- Some remarks on a linear stochastic differential equation
- Stochastic analysis of the fractional Brownian motion
- Stochastic integrals in the plane
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
- An inverse source problem for the stochastic wave equation
- Non-linear Young equations in the plane and pathwise regularization by noise for the stochastic wave equation
- Stochastic Burgers' equation driven by fractional Brownian motion
- On two-parameter non-degenerate Brownian martingales
- The high-order SPDEs driven by multi-parameter fractional noises
- scientific article; zbMATH DE number 3858101 (Why is no real title available?)
- 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
- Stochastic elastic equation driven by fractional Brownian motion
- Some linear fractional stochastic equations
- 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
- Parameter estimation for stochastic equations with additive fractional Brownian sheet
- Energy of the stochastic wave equation driven by a fractional Gaussian noise
- The 1-d stochastic wave equation driven by a fractional Brownian sheet
- Quasi Surep-Variation of 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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