Add to ORKGWe approximate the solution of a quasilinear stochastic partial differential equa- tion driven by fractional Brownian motion B_H(t); H in (0,1), which was calculated via fractional White Noise calculus, see [5]
A certain dass of stochastic partial differential equations of parabolic type is studied within whit...
This paper considers a class of stochastic fractional-space diffusion equations with polynomials. We...
The purpose of this paper is to give an introduction to the stochastic (Wick-It^{o}) integration an...
We approximate the solution of a quasilinear stochastic partial differential equa- tion driven by fr...
We present a white noise calculus for d-parameter fractional Brownian motion B-H (x, omega); x is an...
To approximate the fractional integral of order a in (0,1), we use an integral representation based ...
In this article, we introduce a Wong-Zakai type stationary approximation to the fractional Brownian ...
AbstractWe study the existence and uniqueness of the global mild solution for a stochastic fractiona...
Abstract In this paper, based on the white noise theory for d-parameter Lévy random fields given by ...
In a previous paper, we studied the ergodic properties of an Euler scheme of a stochastic differenti...
An existence and uniqueness theorem is proved for a quasilinear stochastic evolution equation with a...
Fractional Brownian motion (FBM) with Hurst parameter index between 0 and 1 is a stochastic process ...
We consider the time discretization of fractional stochastic wave equation with Gaussian noise, whic...
The partial derivatives with respect to time and the fractional Brown-ian motion of a particular cla...
The aim of this paper is to approximate a stochastic integral with respect to a fractional Brownian ...
A certain dass of stochastic partial differential equations of parabolic type is studied within whit...
This paper considers a class of stochastic fractional-space diffusion equations with polynomials. We...
The purpose of this paper is to give an introduction to the stochastic (Wick-It^{o}) integration an...
We approximate the solution of a quasilinear stochastic partial differential equa- tion driven by fr...
We present a white noise calculus for d-parameter fractional Brownian motion B-H (x, omega); x is an...
To approximate the fractional integral of order a in (0,1), we use an integral representation based ...
In this article, we introduce a Wong-Zakai type stationary approximation to the fractional Brownian ...
AbstractWe study the existence and uniqueness of the global mild solution for a stochastic fractiona...
Abstract In this paper, based on the white noise theory for d-parameter Lévy random fields given by ...
In a previous paper, we studied the ergodic properties of an Euler scheme of a stochastic differenti...
An existence and uniqueness theorem is proved for a quasilinear stochastic evolution equation with a...
Fractional Brownian motion (FBM) with Hurst parameter index between 0 and 1 is a stochastic process ...
We consider the time discretization of fractional stochastic wave equation with Gaussian noise, whic...
The partial derivatives with respect to time and the fractional Brown-ian motion of a particular cla...
The aim of this paper is to approximate a stochastic integral with respect to a fractional Brownian ...
A certain dass of stochastic partial differential equations of parabolic type is studied within whit...
This paper considers a class of stochastic fractional-space diffusion equations with polynomials. We...
The purpose of this paper is to give an introduction to the stochastic (Wick-It^{o}) integration an...