Gradient-type noises I–partial and hybrid integrals

DOI10.1080/17476930802669652zbMath1168.60026OpenAlexW1987604778MaRDI QIDQ5321888

Michael Hinz, Martina Zähle

Publication date: 16 July 2009

Published in: Complex Variables and Elliptic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17476930802669652

zbMATH Keywords

stochastic partial differential equationsStieltjes integralsfractional calculusfunction spacesfractional Brownian sheet

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Integrals of Riemann, Stieltjes and Lebesgue type (26A42) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (7)

Elementary Pathwise Methods for Nonlinear Parabolic and Transport Type Stochastic Partial Differential Equations with Fractal Noise ⋮ Cylindrical fractional Brownian motion in Banach spaces ⋮ Semigroups, potential spaces and applications to (S)PDE ⋮ (S)PDE on Fractals and Gaussian Noise ⋮ Burgers' system with a fractional Brownian random force ⋮ Regularity of the solutions to SPDEs in metric measure spaces ⋮ Forward integrals and SDE with fractal noise

Cites Work

• Theory of function spaces
• Stochastic integrals in the plane
• Integration with respect to fractal functions and stochastic calculus. I
• On fractional Brownian processes
• The stochastic wave equation in two spatial dimensions
• Forward, backward and symmetric stochastic integration
• On the two-parameter fractional Brownian motion and Stieltjes integrals for Hölder functions.
• Fractional Brownian sheet
• Differential equations driven by rough signals. I: An extension of an inequality of L. C. Young
• An inequality of the Hölder type, connected with Stieltjes integration
• Integration with respect to Fractal Functions and Stochastic Calculus II
• Fractional Brownian Fields as Integrals of White Noise
• Hyperbolic Stochastic Partial Differential Equations with Additive Fractional Brownian Sheet
• Martingales and stochastic integrals for processes with a multi-dimensional parameter
• Fractional Brownian Motions, Fractional Noises and Applications

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