A fractional stochastic evolution equation driven by fractional Brownian motion
DOI10.1515/156939603322728969zbMath1049.60056OpenAlexW2048624096MaRDI QIDQ4462525
Publication date: 18 May 2004
Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)
Full work available at URL: https://eprints.qut.edu.au/23245/1/a_fractional_stochastic_evolution_equation_driven_by_fractional_brownian_motion.pdf
fractional Brownian motionlong-range dependencestochastic partial differential equationstochastic evolution equationfractional differential operator
Fractional derivatives and integrals (26A33) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
Related Items (8)
Uses Software
Cites Work
- Representation and control of infinite dimensional systems. Volume I
- Possible long-range dependence in fractional random fields.
- Parameter identification for singular random fields arising in Burgers' turbulence
- Lévy flights and related topics in physics. Proceedings of the international workshop, held at Nice, France, 27-30 June, 1994
- The generalized Cattaneo equation for the description of anomalous transport processes
- Approximation of stochastic evolution equations and application to equations with fractional power of infinitesimal operators
- Spectral analysis of fractional kinetic equations with random data.
- Stochastic Equations in Infinite Dimensions
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: A fractional stochastic evolution equation driven by fractional Brownian motion