On terminal value problems for bi-parabolic equations driven by Wiener process and fractional Brownian motions

DOI10.3233/ASY-201637MaRDI QIDQ5155158zbMATH OpenOpenAlexFDO

Authors Nguyen Huy Tuan, Tran Ngoc Thach, T. Caraballo

Publication date 6 October 2021

Published in Asymptotic Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3233/asy-201637

zbMATH Keywords

bi-parabolic equationfractional Brownian motionill-posednessstandard Brownian motionterminal value problem

Mathematics Subject Classification ID

Existence problems for PDEs: global existence, local existence, non-existence (35A01) Smoothness and regularity of solutions to PDEs (35B65) PDEs in connection with classical thermodynamics and heat transfer (35Q79) Ill-posed problems for PDEs (35R25) PDEs with randomness, stochastic partial differential equations (35R60) Fractional processes, including fractional Brownian motion (60G22) Processes with independent increments; Lévy processes (60G51) White noise theory (60H40) Regularization by noise (60H50) Brownian motion (60J65)

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Cited in

(8)

• The backward problem of stochastic convection-diffusion equation
• On backward problems for stochastic fractional reaction equations with standard and fractional Brownian motion
• Well-posed results for nonlocal biparabolic equation with linear and nonlinear source terms
• On some inverse problem for bi-parabolic equation with observed data in L^p spaces
• On stochastic elliptic equations driven by Wiener process with non-local condition
• The backward problem of a stochastic PDE with bi-harmonic operator driven by fractional Brownian motion
• An inverse random source problem for pseudo-parabolic equation of Caputo type with fractional-order Laplacian operator
• Reconstructing a random source for a stochastic equation with biharmonic operator with fractional white noise

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