On a stochastic nonclassical diffusion equation with standard and fractional Brownian motion
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Cites work
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- scientific article; zbMATH DE number 3077999 (Why is no real title available?)
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- Asymptotic behaviour of a non-classical and non-autonomous diffusion equation containing some hereditary characteristic
- Bi-spatial pullback attractors of fractional nonclassical diffusion equations on unbounded domains with \((p, q)\)-growth nonlinearities
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- Existence of random attractors for 2D-stochastic nonclassical diffusion equations on unbounded domains
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- Long time behavior of fractional impulsive stochastic differential equations with infinite delay
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- Stochastic calculus with respect to Gaussian processes
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- Stochastic differential equations with non-instantaneous impulses driven by a fractional Brownian motion
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- The Malliavin Calculus and Related Topics
- The Navier-Stokes equations on the rotating 2-D sphere: Gevrey regularity and asymptotic degrees of freedom
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Cited in
(8)- On stochastic elliptic equations driven by Wiener process with non-local condition
- Lowest nonzero eigenvalue of the diffusion equation for a Brownian particle in a symmetric double well with low friction
- A nonclassical solution to a classical SDE and a converse to Kolmogorov's zero-one law
- On initial value problem for elliptic equation on the plane under Caputo derivative
- On terminal value problems for bi-parabolic equations driven by Wiener process and fractional Brownian motions
- On backward problems for stochastic fractional reaction equations with standard and fractional Brownian motion
- On a singular heat equation and parabolic Bessel potential
- TERMINAL VALUE PROBLEM FOR STOCHASTIC FRACTIONAL EQUATION WITHIN AN OPERATOR WITH EXPONENTIAL KERNEL
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