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ArticleHeat Equations with Fractional White Noise Potentials

Yaozhong Hu2001

Article2001

Heat Equations with Fractional White Noise Potentials

101 citations·0/0 files stored·Applied Mathematics & Optimization

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Stochastic processes and financial applications Nonlinear Differential Equations Analysis Stochastic processes and statistical mechanics

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References

1968Fractional Brownian Motions, Fractional Noises and Applications 2000Stochastic Calculus for Fractional Brownian Motion I. Theory 1975Stochastic integrals in the plane 2003FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE 1996On the prediction of fractional Brownian motion

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2005Stochastic equations in Hilbert space with a multiplicative fractional Gaussian noise 2002A stochastic maximum principle for processes driven by fractional Brownian motion 2010The stochastic wave equation with fractional noise: A random field approach 2004REGULARIZATION OF QUASILINEAR HEAT EQUATIONS BY A FRACTIONAL NOISE 2016Intermittency for the wave and heat equations with fractional noise in time 2016Stochastic evolution equations with Volterra noise 2011The Stochastic Wave Equation with Multiplicative Fractional Noise: A Malliavin Calculus Approach 2004General Fractional Multiparameter White Noise Theory and Stochastic Partial Differential Equations

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Year2001

Typearticle

Published2001-01-01

VenueApplied Mathematics & Optimization

ISSN-L0095-4616

Languageen

Citations101

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/s00245-001-0001-2

openalex_workW1998229363

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