Stochastic evolution equations with Volterra noise

DOI10.1016/J.SPA.2016.07.003MaRDI QIDQ511134zbMATH OpenOpenAlexFDO

Authors B. Maslowski, Petr Čoupek

Publication date 14 February 2017

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spa.2016.07.003

zbMATH Keywords

stochastic evolution equationcylindrical processesVolterra process

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic integrals (60H05)

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Cited in

(41)

• Warning signs for non-Markovian bifurcations: colour blindness and scaling laws
• Linear stochastic differential equations driven by Gauss-Volterra processes and related linear-quadratic control problems
• Local L^p-solution for semilinear heat equation with fractional noise
• Stochastic evolution equations driven by cylindrical stable noise
• Stochastic evolution equations with rough boundary noise
• Harnack inequalities for functional SDEs driven by subordinate Volterra-Gaussian processes
• Linear backward stochastic differential equations with Gaussian Volterra processes
• Mittag-Leffler's Function and Stochastic Linear Volterra Equations of Convolution Type
• scientific article; zbMATH DE number 5295967 (Why is no real title available?)
• Well-posedness for Hardy-Hénon parabolic equations with fractional Brownian noise
• Advances in noise modeling for stochastic systems in optimal control
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• Stochastic integration with respect to Volterra processes
• Regularity properties of some stochastic Volterra integrals with singular kernel
• Stochastic Volterra equations under perturbations
• Behavior with respect to the Hurst index of the Wiener Hermite integrals and application to SPDEs
• Stochastic control problem for distribution dependent SDE driven by a Gauss Volterra process
• Combinatorial approach to the calculation of projection coefficients for the simplest Gaussian-Volterra process
• On Ulam type of stability for stochastic integral equations with Volterra noise
• Stochastic differential equations driven by additive Volterra-Lévy and Volterra-Gaussian noises
• A white noise analysis of Volterra processes
• Stochastic differential equation driven by the Rosenblatt process
• On a generalized stochastic Burgers' equation perturbed by Volterra noise
• Stochastic Volterra equations driven by cylindrical Wiener process
• On Young regimes for locally monotone SPDEs
• Approximate controllability of fractional stochastic differential equations driven by Rosenblatt process with non-instantaneous impulses
• Spatial average for the solution to the heat equation with Rosenblatt noise
• Sample paths estimates for stochastic fast-slow systems driven by fractional Brownian motion
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• Amplitude equations for SPDEs driven by fractional additive noise with small hurst parameter

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