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Heat Equations with Fractional White Noise Potentials
5 references·12 citing·41 second hop
Heat Equations with Fractional White Noise Potentials (2001)Heat Equations with Fractional White Nois…FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE (2003)FRACTIONAL WHITE NOISE CALCUL…Stochastic Calculus for Fractional Brownian Motion I. 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this work references cited by second hop

References

  • 1968Fractional Brownian Motions, Fractional Noises and Applications7,658 cited
  • 2000Stochastic Calculus for Fractional Brownian Motion I. Theory571 cited
  • 1975Stochastic integrals in the plane500 cited
  • 2003FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE476 cited
  • 1996On the prediction of fractional Brownian motion205 cited

Cited by

  • 2005Stochastic equations in Hilbert space with a multiplicative fractional Gaussian noise82 cited
  • 2002A stochastic maximum principle for processes driven by fractional Brownian motion68 cited
  • 2010The stochastic wave equation with fractional noise: A random field approach59 cited
  • 2004REGULARIZATION OF QUASILINEAR HEAT EQUATIONS BY A FRACTIONAL NOISE51 cited
  • 2016Intermittency for the wave and heat equations with fractional noise in time47 cited
  • 2016Stochastic evolution equations with Volterra noise33 cited
  • 2011The Stochastic Wave Equation with Multiplicative Fractional Noise: A Malliavin Calculus Approach30 cited
  • 2004General Fractional Multiparameter White Noise Theory and Stochastic Partial Differential Equations30 cited
  • 2015SPDEs with affine multiplicative fractional noise in space with index $\frac{1}{4}\langle H\langle\frac{1}{2}$28 cited

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  • 2019Some Recent Progress on Stochastic Heat Equations25 cited
  • 2014Solving a Nonlinear Fractional Stochastic Partial Differential Equation with Fractional Noise22 cited
  • 2012Stochastic evolution equations driven by Liouville fractional Brownian motion22 cited