We study the fractional diffusion in a Gaussian noisy environment as described by the fractional order stochastic heat equations of the following form: \(D_t^{(\alpha)} u(t, x)=\textit{B}u+u\cdot \dot W^H\), where \(D_t^{(\alpha)}\) is the Caputo fractional derivative of order \(\alpha\in (0,1)\) with respect to the time variable \(t\), \(\textit{B}\) is a second order elliptic operator with respect to the space variable \(x\in\mathbb{R}^d\) and \(\dot W^H\) a time homogeneous fractional Gaussian noise of Hurst parameter \(H=(H_1, \cdots, H_d)\). We obtain conditions satisfied by \(\alpha\) and \(H\), so that the square integrable solution \(u\) exists uniquely
We develop and analyze a numerical method for stochastic time-fractional diffusion driven by additiv...
We consider the following stochastic fractional differential equation CD0+α,ρφ(t)=κϑ(t,φ(t))w˙(t), 0...
Accessible en ligne : http://alea.impa.br/english/index_v7.htmInternational audienceIn this article ...
We study the fractional diffusion in a Gaussian noisy environment as described by the fractional ord...
Abstract In this paper, we consider the stochastic heat equation of the form ∂ u ∂ t = Δ α u + ∂ 2 B...
International audienceIn this paper we study a class of stochastic partial differential equations in...
Title: Stochastic evolution equations with multiplicative fractional noise Author: Jana Šnupárková D...
We develop and analyze a numerical method for stochastic time-fractional diffusion driven by additiv...
We present a white noise calculus for d-parameter fractional Brownian motion B-H (x, omega); x is an...
AbstractIn this paper, some explicit solutions are given for stochastic differential equations in a ...
International audienceWe present an innovating sensitivity analysis for stochastic differential equa...
Abstract: A fractional Gaussian noise is used in a stochastic differential equation in a Hilbert spa...
AbstractWe consider the linear stochastic wave equation with spatially homogeneous Gaussian noise, w...
Two applications of the fractional Brownian motion will be presented. First, we study the time-regul...
In this paper we develop sensitivity analyses w.r.t. the long-range/memory noise parameter for solut...
We develop and analyze a numerical method for stochastic time-fractional diffusion driven by additiv...
We consider the following stochastic fractional differential equation CD0+α,ρφ(t)=κϑ(t,φ(t))w˙(t), 0...
Accessible en ligne : http://alea.impa.br/english/index_v7.htmInternational audienceIn this article ...
We study the fractional diffusion in a Gaussian noisy environment as described by the fractional ord...
Abstract In this paper, we consider the stochastic heat equation of the form ∂ u ∂ t = Δ α u + ∂ 2 B...
International audienceIn this paper we study a class of stochastic partial differential equations in...
Title: Stochastic evolution equations with multiplicative fractional noise Author: Jana Šnupárková D...
We develop and analyze a numerical method for stochastic time-fractional diffusion driven by additiv...
We present a white noise calculus for d-parameter fractional Brownian motion B-H (x, omega); x is an...
AbstractIn this paper, some explicit solutions are given for stochastic differential equations in a ...
International audienceWe present an innovating sensitivity analysis for stochastic differential equa...
Abstract: A fractional Gaussian noise is used in a stochastic differential equation in a Hilbert spa...
AbstractWe consider the linear stochastic wave equation with spatially homogeneous Gaussian noise, w...
Two applications of the fractional Brownian motion will be presented. First, we study the time-regul...
In this paper we develop sensitivity analyses w.r.t. the long-range/memory noise parameter for solut...
We develop and analyze a numerical method for stochastic time-fractional diffusion driven by additiv...
We consider the following stochastic fractional differential equation CD0+α,ρφ(t)=κϑ(t,φ(t))w˙(t), 0...
Accessible en ligne : http://alea.impa.br/english/index_v7.htmInternational audienceIn this article ...