Stochastic differential equations driven by an additive fractional Brownian sheet

DOI10.4134/BKMS.B180345zbMATH Open1488.60094OpenAlexW2963836157MaRDI QIDQ4968655FDOQ4968655

Oussama El Barrimi, Youssef Ouknine

Publication date: 16 July 2019

Full work available at URL: https://www.koreascience.or.kr:443/article/JAKO201912742274817.pdf

Recommendations

• Weak solutions for stochastic differential equations with additive fractional noise
• Weak solutions for stochastic differential equations with additive fractional noise
• Hyperbolic Stochastic Partial Differential Equations with Additive Fractional Brownian Sheet
• On the existence of solutions for stochastic differential equations driven by fractional Brownian motion
• Weak solutions to stochastic differential equations driven by fractional brownian motion

zbMATH Keywords

stochastic differential equationsweak solutionsfractional Brownian sheet

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22)

Cites Work

• The Malliavin Calculus and Related Topics
• Fractional Brownian Motions, Fractional Noises and Applications
• Hyperbolic Stochastic Partial Differential Equations with Additive Fractional Brownian Sheet
• Stochastic calculus with respect to Gaussian processes
• Stochastic analysis of the fractional Brownian motion
• Regularization of differential equations by fractional noise.
• Title not available (Why is that?)
• Weak convergence to the fractional Brownian sheet and other two-parameter Gaussian processes.
• Fractional Brownian sheet
• Title not available (Why is that?)
• Title not available (Why is that?)
• Transformation formulas for fractional Brownian motion
• On the equivalence of multiparameter Gaussian processes
• Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than 1/2
• Deconvolution of fractional brownian motion

Cited In (6)

• Stability results for stochastic differential equations driven by an additive fractional Brownian sheet
• Harnack-type inequality for linear fractional stochastic equations
• The 1-d stochastic wave equation driven by a fractional Brownian sheet
• Weak solutions for stochastic differential equations with additive fractional noise
• Harnack inequality for stochastic heat equation driven by fractional noise with Hurst index H>½
• Amplitude equations for SPDEs driven by fractional additive noise with small hurst parameter

This page was built for publication: Stochastic differential equations driven by an additive fractional Brownian sheet

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4968655)