Hyperbolic Stochastic Partial Differential Equations with Additive Fractional Brownian Sheet

DOI10.1142/S0219493703000681zbMath1040.60045MaRDI QIDQ4451790

Youssef Ouknine, Mohamed Erraoui, David Nualart

Publication date: 1 March 2004

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

zbMATH Keywords

stochastic integralshyperbolic stochastic partial differential equationsfractional Brownian sheetEuler's scheme

Mathematics Subject Classification ID

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

Related Items (26)

Well-posedness of stochastic KdV-BO equation driven by fractional Brownian motion ⋮ Fractional stochastic Volterra equation perturbed by fractional Brownian motion ⋮ The 1-d stochastic wave equation driven by a fractional Brownian sheet ⋮ On the equivalence of multiparameter Gaussian processes ⋮ Gradient-type noises I–partial and hybrid integrals ⋮ Remarks on parameter estimation for the drift of fractional Brownian sheet ⋮ Energy of the stochastic wave equation driven by a fractional Gaussian noise ⋮ Harnack-type inequality for linear fractional stochastic equations ⋮ The high-order SPDEs driven by multi-parameter fractional noises ⋮ Stability results for stochastic differential equations driven by an additive fractional Brownian sheet ⋮ A nonlinear wave equation with fractional perturbation ⋮ Parameter estimation for stochastic equations with additive fractional Brownian sheet ⋮ Stochastic differential equations driven by an additive fractional Brownian sheet ⋮ Stochastic elastic equation driven by multiplicative multi-parameter fractional noise ⋮ A problem of optimal control of a stochastic sheet ⋮ Least squares estimator for the parameter of the fractional Ornstein-Uhlenbeck sheet ⋮ Pathwise definition of second-order SDEs ⋮ Controlling the solution of stochastic differential equations on a plane with additive fractional Brownian motion ⋮ Stochastic Burgers' equation driven by fractional Brownian motion ⋮ Stochastic elastic equation driven by fractional Brownian motion ⋮ Some linear fractional stochastic equations ⋮ Minimum distance parameter estimation for a stochastic equation with additive fractional Brownian sheet ⋮ An inverse source problem for the stochastic wave equation ⋮ Path-by-path uniqueness of multidimensional SDE's on the plane with nondecreasing coefficients ⋮ Quasi Surep-Variation of Fractional Brownian Sheet ⋮ Stochastic Korteweg-de Vries equation driven by fractional Brownian motion

Cites Work

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

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