On a nonlinear stochastic pseudo-differential equation driven by fractional noise
DOI10.1142/S0219493718500028zbMath1386.60193OpenAlexW2572549299WikidataQ115245733 ScholiaQ115245733MaRDI QIDQ4595010
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
Malliavin calculusHölder continuityfractional noiseGaussian density estimatesnonlinear stochastic pseudo-differential equation
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)
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