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

DOI10.1142/S0219493718500028MaRDI QIDQ4595010zbMATH OpenOpenAlexWikidataFDO

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

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)

Recommendations

• Solving a nonlinear fractional stochastic partial differential equation with fractional noise
• Existence and regularity results for stochastic fractional pseudo-parabolic equations driven by white noise
• Stochastic heat equation with fractional Laplacian and fractional noise: existence of the solution and analysis of its density
• On a semilinear stochastic partial differential equation with double-parameter fractional noises
• Nonlinear fractional stochastic heat equation driven by Gaussian noise rough in space

Cites work

• scientific article; zbMATH DE number 3984248 (Why is no real title available?)
• Analysis of the density of the solution to a semilinear SPDE with fractional noise
• Cahn-Hilliard stochastic equation: Existence of the solution and of its density
• Continuity estimates for solutions of parabolic equations associated with jump type Dirichlet forms
• Density formula and concentration inequalities with Malliavin calculus
• Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's
• Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations
• Heat equations with fractional white noise potentials
• Large deviation principle for the fourth-order stochastic heat equations with fractional noises
• Linear SPDEs driven by stationary random distributions
• Markov processes associated with certain integro-differential operators
• On Markov process generated by pseudodifferential operator of variable order
• On a Burgers type nonlinear equation perturbed by a pure jump Lévy noise in \(\mathbb R^d\)
• On a Class of Stochastic Anderson Models with Fractional Noises
• On a jump-type stochastic fractional partial differential equation with fractional noises
• On a stochastic heat equation with first order fractional noises and applications to finance
• Optimal Gaussian density estimates for a class of stochastic equations with additive noise
• Pseudo differential operators with negative definite symbols of variable order
• Pseudodifferential operators with variable order of differentiation generating Feller semigroups
• REGULARIZATION OF QUASILINEAR HEAT EQUATIONS BY A FRACTIONAL NOISE
• Recent advances related to SPDEs with fractional noise
• SPDEs driven by space-time white noise in high dimensions: absolute continuity of the law and convergence of solutions
• Sample paths of the solution to the fractional-colored stochastic heat equation
• Solving a non-linear stochastic pseudo-differential equation of Burgers type
• Solving a nonlinear fractional stochastic partial differential equation with fractional noise
• Some linear SPDEs driven by a fractional noise with hurst index greater than 1/2
• Stable-like processes: Construction of the transition density and the behavior of sample paths near \(t=0\)
• Stochastic elastic equation driven by multiplicative multi-parameter fractional noise
• Stochastic generalized Burgers equations driven by fractional noises
• Stochastic heat equation driven by fractional noise and local time
• Symmetric Stable Laws and Stable-Like Jump-Diffusions
• The Malliavin Calculus and Related Topics
• The high-order SPDEs driven by multi-parameter fractional noises
• The stochastic wave equation with fractional noise: a random field approach
• Transition probabilities for symmetric jump processes
• Uniform estimates for fundamental solutions associated with nonlocal Dirichlet forms
• Uniqueness in law for pure jump Markov processes

Cited in

(15)

• Fractional measure-dependent nonlinear second-order stochastic evolution equations with Poisson jumps
• Gaussian fluctuation for spatial average of the stochastic pseudo-partial differential equation with fractional noise
• Weak convergence of SFDEs driven by fractional Brownian motion with irregular coefficients
• Solving a nonlinear fractional stochastic partial differential equation with fractional noise
• scientific article; zbMATH DE number 1792081 (Why is no real title available?)
• Existence and regularity results for stochastic fractional pseudo-parabolic equations driven by white noise
• Impulsive Noise Driven One-Dimensional Higher-Order Fractional Partial Differential Equations
• Solving a nonlinear fractional SPDE with spatially inhomogeneous white noise
• Intermittency and stochastic pseudo-differential equation with spatially inhomogeneous white noise
• Stochastic partial differential equation with reflection driven by fractional noises
• Variational solutions for partial differential equations driven by a fractional noise
• Fractional differential equations driven by Lévy noise
• On a stochastic nonclassical diffusion equation with standard and fractional Brownian motion
• On a semilinear stochastic partial differential equation with double-parameter fractional noises
• Moment estimates and applications for SDEs driven by fractional Brownian motions with irregular drifts

This page was built for publication: On a nonlinear stochastic pseudo-differential equation driven by fractional noise

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4595010)