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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Cites work

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• FRACTIONAL BROWNIAN MOTION AND STOCHASTIC EQUATIONS IN HILBERT SPACES
• Heat equations with fractional white noise potentials
• Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion
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• Stochastic analysis of the fractional Brownian motion
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• Stochastic calculus with respect to Gaussian processes
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• Stochastic evolution equations with fractional Brownian motion
• Stochastic integration of functions with values in a Banach space
• Stochastic integration with respect to multifractional Brownian motion via tangent fractional Brownian motions
• Stochastic integration with respect to the fractional Brownian motion
• The spaces \(L^ p\), with mixed norm

Cited in

(36)

• The linear stochastic heat equation with Hermite noise
• Combinatorial approach to the calculation of projection coefficients for the simplest Gaussian-Volterra process
• Stochastic evolution equations driven by cylindrical stable noise
• Local \(L^p\)-solution for semilinear heat equation with fractional noise
• Stochastic control problem for distribution dependent SDE driven by a Gauss Volterra process
• scientific article; zbMATH DE number 5295967 (Why is no real title available?)
• Spatial average for the solution to the heat equation with Rosenblatt noise
• Advances in noise modeling for stochastic systems in optimal control
• Linear backward stochastic differential equations with Gaussian Volterra processes
• 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
• A stochastic calculus for Rosenblatt processes
• \(L^p\)-valued stochastic convolution integral driven by Volterra noise
• Parameter identification for the Hermite Ornstein-Uhlenbeck process
• A white noise analysis of Volterra processes
• Stochastic evolution equations with rough boundary noise
• Linear stochastic differential equations driven by Gauss-Volterra processes and related linear-quadratic control problems
• Stochastic Volterra integral equations and a class of first-order stochastic partial differential equations
• Stochastic Volterra equations under perturbations
• Behavior with respect to the Hurst index of the Wiener Hermite integrals and application to SPDEs
• Harnack inequalities for functional SDEs driven by subordinate Volterra-Gaussian processes
• Filtering of Gaussian processes in Hilbert spaces
• On a generalized stochastic Burgers' equation perturbed by Volterra noise
• Amplitude equations for SPDEs driven by fractional additive noise with small hurst parameter
• Stochastic Volterra equations driven by cylindrical Wiener process
• Equivalence of Volterra processes.
• Regularity properties of some stochastic Volterra integrals with singular kernel
• Stochastic differential equations driven by additive Volterra-Lévy and Volterra-Gaussian noises
• SPDEs with Volterra noise
• Stochastic integration with respect to fractional processes in Banach spaces
• scientific article; zbMATH DE number 7709546 (Why is no real title available?)
• Well-posedness for Hardy-Hénon parabolic equations with fractional Brownian noise
• Approximate controllability of fractional stochastic differential equations driven by Rosenblatt process with non-instantaneous impulses
• Mittag-Leffler's Function and Stochastic Linear Volterra Equations of Convolution Type
• On Ulam type of stability for stochastic integral equations with Volterra noise
• Stochastic integration with respect to Volterra processes

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