On a semilinear mixed fractional heat equation driven by fractional Brownian sheet
DOI10.1186/S13661-016-0736-YzbMATH Open1355.60087OpenAlexW2569012498WikidataQ59527134 ScholiaQ59527134MaRDI QIDQ501941FDOQ501941
Authors: Dengfeng Xia, Litan Yan
Publication date: 10 January 2017
Published in: Boundary Value Problems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13661-016-0736-y
Recommendations
- Mixed fractional heat equation driven by fractional Brownian sheet and Lévy process
- On a semilinear double fractional heat equation driven by fractional Brownian sheet
- Some properties of the solution to fractional heat equation with a fractional Brownian noise
- On \(L_p\)-solution of fractional heat equation driven by fractional Brownian motion
- On a mixed fractional Burgers type equation with polynomial nonlinearity and perturbed by fractional Brownian sheet
Malliavin calculus[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=H%EF%BF%BD%EF%BF%BDlder+regularity&go=Go H��lder regularity]fractional Brownian sheet\(p\)-variationstochastic fractional heat equation
Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional processes, including fractional Brownian motion (60G22)
Cites Work
- The Malliavin Calculus and Related Topics
- Fractal first-order partial differential equations
- Heat kernel estimates for stable-like processes on \(d\)-sets.
- FRACTIONAL BROWNIAN MOTION AND STOCHASTIC EQUATIONS IN HILBERT SPACES
- Title not available (Why is that?)
- Stochastic heat equation driven by fractional noise and local time
- Heat kernel estimates for jump processes of mixed types on metric measure spaces
- On a stochastic heat equation with first order fractional noises and applications to finance
- Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's
- Stochastic heat equation with multiplicative fractional-colored noise
- On a semilinear stochastic partial differential equation with double-parameter fractional noises
- Title not available (Why is that?)
- Feynman-Kac formula for the heat equation driven by fractional noise with Hurst parameter \(H < 1/2\)
- SPDEs driven by space-time white noise in high dimensions: absolute continuity of the law and convergence of solutions
- On a Class of Stochastic Anderson Models with Fractional Noises
- Recent advances related to SPDEs with fractional noise
- Cahn-Hilliard stochastic equation: Existence of the solution and of its density
- The high-order SPDEs driven by multi-parameter fractional noises
- Feynman-Kac formula for heat equation driven by fractional white noise
- Stochastic generalized Burgers equations driven by fractional noises
- A note on intermittency for the fractional heat equation
- Dirichlet heat kernel estimates for \(\Delta ^{\alpha /2} + \delta ^{\beta /2}\)
- Recent developments on stochastic heat equation with additive fractional-colored noise
- Global heat kernel estimate for relativistic stable processes in exterior open sets
- The stochastic heat equation with fractional-colored noise: existence of the solution
- Retarded Neutral Stochastic Equations Driven by Multiplicative Fractional Brownian Motion
- Heat kernel estimates for \(\Delta +\Delta ^{\alpha /2}\) in \(C^{1, 1}\) open sets
Cited In (3)
This page was built for publication: On a semilinear mixed fractional heat equation driven by fractional Brownian sheet
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q501941)