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

DOI10.1142/S0219493718500028zbMATH Open1386.60193OpenAlexW2572549299WikidataQ115245733 ScholiaQ115245733MaRDI QIDQ4595010FDOQ4595010

Authors: Litan Yan, Junfeng 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

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zbMATH Keywords

Malliavin calculusfractional noiseGaussian density estimatesHölder continuitynonlinear stochastic pseudo-differential equation

Mathematics Subject Classification ID

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

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Cited In (12)

• Solving a nonlinear fractional stochastic partial differential equation with fractional noise
• Weak convergence of SFDEs driven by fractional Brownian motion with irregular coefficients
• Fractional measure-dependent nonlinear second-order stochastic evolution equations with Poisson jumps
• Fractional differential equations driven by Lévy noise
• Impulsive Noise Driven One-Dimensional Higher-Order Fractional Partial Differential Equations
• Title not available (Why is that?)
• 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
• Title not available (Why is that?)
• Stochastic partial differential equation with reflection driven by fractional noises
• Variational solutions for partial differential equations driven by a fractional noise
• On a stochastic nonclassical diffusion equation with standard and fractional Brownian motion

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