Stochastic evolution equations with Volterra noise
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Publication:511134
DOI10.1016/J.SPA.2016.07.003zbMATH Open1390.60228OpenAlexW2518108148MaRDI QIDQ511134FDOQ511134
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
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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 (33)
- Linear stochastic differential equations driven by Gauss-Volterra processes and related linear-quadratic control problems
- 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
- Mittag-Leffler's Function and Stochastic Linear Volterra Equations of Convolution Type
- Linear backward stochastic differential equations with Gaussian Volterra processes
- Lp-valued stochastic convolution integral driven by Volterra noise
- Title not available (Why is that?)
- Well-posedness for Hardy-Hénon parabolic equations with fractional Brownian noise
- The linear stochastic heat equation with Hermite noise
- Advances in noise modeling for stochastic systems in optimal control
- Regularity properties of some stochastic Volterra integrals with singular kernel
- Stochastic integration with respect to Volterra processes
- Stochastic control problem for distribution dependent SDE driven by a Gauss Volterra process
- Behavior with respect to the Hurst index of the Wiener Hermite integrals and application to SPDEs
- Stochastic Volterra equations under perturbations
- 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
- On a generalized stochastic Burgers' equation perturbed by Volterra noise
- Stochastic Volterra equations driven by cylindrical Wiener process
- Local L^p-solution for semilinear heat equation with fractional noise
- 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
- Limiting measure and stationarity of solutions to stochastic evolution equations with Volterra noise
- Stochastic Volterra integral equations and a class of first-order stochastic partial differential equations
- Equivalence of Volterra processes.
- Stochastic integration with respect to fractional processes in Banach spaces
- A stochastic calculus for Rosenblatt processes
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- Parameter identification for the Hermite Ornstein-Uhlenbeck process
- Amplitude equations for SPDEs driven by fractional additive noise with small hurst parameter
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