On a nonlinear stochastic pseudo-differential equation driven by fractional noise

DOI10.1142/S0219493718500028zbMath1386.60193OpenAlexW2572549299WikidataQ115245733 ScholiaQ115245733MaRDI QIDQ4595010

Litan Yan, Jun-Feng Liu

Publication date: 27 November 2017

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

Full work available at URL: https://doi.org/10.1142/s0219493718500028

zbMATH Keywords

Malliavin calculusHölder continuityfractional noiseGaussian density estimatesnonlinear stochastic pseudo-differential equation

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (4)

Unnamed Item ⋮ Intermittency and stochastic pseudo-differential equation with spatially inhomogeneous white noise ⋮ Moment estimates and applications for SDEs driven by fractional Brownian motions with irregular drifts ⋮ Weak convergence of SFDEs driven by fractional Brownian motion with irregular coefficients

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