A NOTE ON VARIATIONAL SOLUTIONS TO SPDE PERTURBED BY GAUSSIAN NOISE IN A GENERAL CLASS

DOI10.1142/S0219025709003690zbMath1185.60070arXiv0902.4324OpenAlexW2048806857MaRDI QIDQ5325576

Yi Wang, Michael Roeckner

Publication date: 10 August 2009

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0902.4324

zbMATH Keywords

fractional Brownian motionstochastic partial differential equationsstochastic porous media equationgeneral Gaussian noise

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Abstract parabolic equations (35K90) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (2)

Variational solutions and random dynamical systems to SPDEs perturbed by fractional Gaussian noise ⋮ Fractional noise destroys or induces a stochastic bifurcation

Cites Work

• Variational solutions for partial differential equations driven by a fractional noise
• A parabolic stochastic differential equation with fractional Brownian motion input
• Evolution equations driven by a fractional Brownian motion
• Stochastic evolution equations with fractional Brownian motion
• Stochastic generalized porous media and fast diffusion equations
• Stochastic equations in Hilbert space with a multiplicative fractional Gaussian noise
• FRACTIONAL BROWNIAN MOTION AND STOCHASTIC EQUATIONS IN HILBERT SPACES

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