Stochastic partial differential equations driven by space-time fractional noises

Hu, Ying; Jiang, Yiming; Qian, Zhongmin

Document type :

Article dans une revue scientifique: Article original

DOI :

10.1142/S0219493719500126

Title :

Stochastic partial differential equations driven by space-time fractional noises

Author(s) :

Hu, Ying [Auteur]
Institut de Recherche Mathématique de Rennes [IRMAR]
Jiang, Yiming [Auteur correspondant]
Qian, Zhongmin [Auteur]
Mathematical Institute [Oxford] [MI]

Journal title :

Stochastics and Dynamics

Publisher :

World Scientific Publishing

Publication date :

2019

ISSN :

0219-4937

HAL domain(s) :

Mathématiques [math]/Probabilités [math.PR]

English abstract : [en]

In this paper, we study a class of stochastic partial differential equations (SPDEs) driven by space-time fractional noises. Our method consists in studying first the nonlocal SPDEs and showing then the convergence of the ...
Show more >In this paper, we study a class of stochastic partial differential equations (SPDEs) driven by space-time fractional noises. Our method consists in studying first the nonlocal SPDEs and showing then the convergence of the family of these equations and the limit gives the solution to the SPDE.Show less >

Language :

Anglais

Peer reviewed article :

Oui

Audience :

Internationale

Popular science :

Non

ANR Project :

Centre de Mathématiques Henri Lebesgue : fondements, interactions, applications et Formation

Collections :