Strong approximation of stochastic semilinear subdiffusion and superdiffusion driven by fractionally integrated additive noise
From MaRDI portal
(Redirected from Publication:6494501)
Cites work
- A note on an accelerated exponential Euler method for parabolic SPDEs with additive noise
- A novel collocation approach to solve a nonlinear stochastic differential equation of fractional order involving a constant delay
- A stable collocation approach to solve a neutral delay stochastic differential equation of fractional order
- An efficient computational scheme to solve a class of fractional stochastic systems with mixed delays
- An exponential Wagner-Platen type scheme for SPDEs
- Classical and generalized solutions of fractional stochastic differential equations
- Error Estimates with Smooth and Nonsmooth Data for a Finite Element Method for the Cahn-Hilliard Equation
- Existence, uniqueness and regularity for a class of semilinear stochastic Volterra equations with multiplicative noise
- Fractional differential equations. An introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications
- Fractional Pearson diffusions
- Fractional time stochastic partial differential equations
- Galerkin Finite Element Methods for Stochastic Parabolic Partial Differential Equations
- scientific article; zbMATH DE number 2217537 (Why is no real title available?)
- Mittag--Leffler Euler Integrator for a Stochastic Fractional Order Equation with Additive Noise
- Nonlinear stochastic time-fractional diffusion equations on \(\mathbb {R}\): moments, Hölder regularity and intermittency
- Numerical approximation of stochastic time-fractional diffusion
- Numerical treatment of a fractional order system of nonlinear stochastic delay differential equations using a computational scheme
- Optimal error estimates of Galerkin finite element methods for stochastic partial differential equations with multiplicative noise
- Quasi-Linear (Stochastic) Partial Differential Equations with Time-Fractional Derivatives
- Remarks on a fractional-time stochastic equation
- Semidiscrete Galerkin approximation for a linear stochastic parabolic partial differential equation driven by an additive noise
- Space-time fractional stochastic equations on regular bounded open domains
- Spectral analysis of fractional kinetic equations with random data.
- Stochastic Equations in Infinite Dimensions
- Stochastic models for fractional calculus
- Weak error analysis for semilinear stochastic Volterra equations with additive noise
Cited in
(3)- Explicit exponential Runge-Kutta methods for semilinear time-fractional integro-differential equations
- Numerical study for a stochastic semilinear subdiffusion equation driven by fractional Brownian motions
- An interior penalty method for a parabolic complementarity problem involving a fractional Black-Scholes operator
This page was built for publication: Strong approximation of stochastic semilinear subdiffusion and superdiffusion driven by fractionally integrated additive noise
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6494501)
