We study the fractional diffusion in a Gaussian noisy environment as described by the fractional order stochastic heat equations of the following form: D(α)tu(t,x)=Bu+u⋅W˙H, where D(α)t is the Caputo fractional derivative of order α∈(0,1) with respect to the time variable t, B is a second order elliptic operator with respect to the space variable x∈Rd and W˙H a time homogeneous fractional Gaussian noise of Hurst parameter H=(H1,⋯,Hd). We obtain conditions satisfied by α and H, so that the square integrable solution u exists uniquely
AbstractIn this paper, some explicit solutions are given for stochastic differential equations in a ...
This paper studies the nonlinear one-dimensional stochastic heat equation driven by a Gaussian nois...
27 pagesIn this paper we study upper bounds for the density of solution of stochastic differential e...
We study the fractional diffusion in a Gaussian noisy environment as described by the fractional ord...
We investigate the quality of space approximation of a class of stochastic integral equations of con...
We study the law of the solution to the stochastic heat equation with additive Gaussian noise which ...
We develop and analyze a numerical method for stochastic time-fractional diffusion driven by additiv...
Accessible en ligne : http://alea.impa.br/english/index_v7.htmInternational audienceIn this article ...
This study is concerned with the space-time fractional stochastic heat-type equations driven by mult...
1 figureIn this paper we obtain Gaussian type lower bounds for the density of solutions to stochasti...
AbstractWe consider the linear stochastic wave equation with spatially homogeneous Gaussian noise, w...
Title: Stochastic evolution equations with multiplicative fractional noise Author: Jana Šnupárková D...
This is the published version, also available here: http://dx.doi.org/10.1214/11-AOP649.In this pape...
International audienceWe consider the stochastic heat equation with multiplicative noise $u_t=\frac{...
In this paper, we consider the extended stochastic Navier-Stokes equations with Caputo derivative dr...
AbstractIn this paper, some explicit solutions are given for stochastic differential equations in a ...
This paper studies the nonlinear one-dimensional stochastic heat equation driven by a Gaussian nois...
27 pagesIn this paper we study upper bounds for the density of solution of stochastic differential e...
We study the fractional diffusion in a Gaussian noisy environment as described by the fractional ord...
We investigate the quality of space approximation of a class of stochastic integral equations of con...
We study the law of the solution to the stochastic heat equation with additive Gaussian noise which ...
We develop and analyze a numerical method for stochastic time-fractional diffusion driven by additiv...
Accessible en ligne : http://alea.impa.br/english/index_v7.htmInternational audienceIn this article ...
This study is concerned with the space-time fractional stochastic heat-type equations driven by mult...
1 figureIn this paper we obtain Gaussian type lower bounds for the density of solutions to stochasti...
AbstractWe consider the linear stochastic wave equation with spatially homogeneous Gaussian noise, w...
Title: Stochastic evolution equations with multiplicative fractional noise Author: Jana Šnupárková D...
This is the published version, also available here: http://dx.doi.org/10.1214/11-AOP649.In this pape...
International audienceWe consider the stochastic heat equation with multiplicative noise $u_t=\frac{...
In this paper, we consider the extended stochastic Navier-Stokes equations with Caputo derivative dr...
AbstractIn this paper, some explicit solutions are given for stochastic differential equations in a ...
This paper studies the nonlinear one-dimensional stochastic heat equation driven by a Gaussian nois...
27 pagesIn this paper we study upper bounds for the density of solution of stochastic differential e...