On a stochastic heat equation with first order fractional noises and applications to finance
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Publication:714080
DOI10.1016/J.JMAA.2012.07.003zbMATH Open1251.60054OpenAlexW2003406926MaRDI QIDQ714080FDOQ714080
Authors: Yiming Jiang, Xingchun Wang, Yongjin Wang 
Publication date: 19 October 2012
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2012.07.003
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Cited In (26)
- On a nonlinear stochastic pseudo-differential equation driven by fractional noise
- An algorithm for the approximate solution of the fractional Riccati differential equation
- A numerical technique based on the shifted Legendre polynomials for solving the time-fractional coupled KdV equations
- A new Legendre operational technique for delay fractional optimal control problems
- Analytical solution of the generalized Bagley-Torvik equation
- Convergence of numerical solutions for a class of stochastic age-dependent capital system with fractional Brownian motion
- Some properties of the solution to fractional heat equation with a fractional Brownian noise
- New numerical approach for fractional variational problems using shifted Legendre orthonormal polynomials
- Stochastic fractional heat equations driven by fractional noises
- Fractional stochastic Volterra equation perturbed by fractional Brownian motion
- A spectral method based on the second kind Chebyshev polynomials for solving a class of fractional optimal control problems
- Solving a class of variable-order differential equations via Ritz-approximation method and Genocchi polynomials
- A class of stochastic Fredholm-algebraic equations and applications in finance
- Suboptimal control of fractional-order dynamic systems with delay argument
- Stochastic elastic equation driven by fractional Brownian motion
- Moment stability of fractional stochastic evolution equations with Poisson jumps
- Solving fractional optimal control problems within a Chebyshev-Legendre operational technique
- Stochastic elastic equation driven by multiplicative multi-parameter fractional noise
- On a fractional SPDE driven by fractional noise and a pure jump Lévy noise in \(\mathbb{R}^d\)
- On a semilinear stochastic partial differential equation with double-parameter fractional noises
- Time-step heat problem on the mesh: asymptotic behavior and decay rates
- On a semilinear double fractional heat equation driven by fractional Brownian sheet
- On solving fractional logistic population models with applications
- On a semilinear mixed fractional heat equation driven by fractional Brownian sheet
- Mixed fractional heat equation driven by fractional Brownian sheet and Lévy process
- Strong convergence of the split-step \(\theta\)-method for stochastic age-dependent capital system with Poisson jumps and fractional Brownian motion
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