Stochastic elastic equation driven by multiplicative multi-parameter fractional noise-Reference-Cited by-同舟云学术

Stochastic elastic equation driven by multiplicative multi-parameter fractional noise

Published:2017-03-23 Issue:02 Volume:17 Page:1750012
ISSN:0219-4937
Container-title:Stochastics and Dynamics
language:en
Short-container-title:Stoch. Dyn.

Author:

Zhang Yinghan¹,Yang Xiaoyuan¹

Affiliation:

1. Department of Mathematics, Beihang University, LMIB of the Ministry of Education, Beijing 100191, P. R. China

Abstract

In this paper, we consider the stochastic elastic equation driven by multiplicative multiparameter fractional noise. By using the Wiener chaos expansion and undetermined coefficient methods, we obtain the existence and uniqueness of the solution in a distribution space. The asymptotic behavior and the Hölder index of the solution are also estimated.

Publisher

World Scientific Pub Co Pte Lt

Subject

Modelling and Simulation

Link

https://www.worldscientific.com/doi/pdf/10.1142/S0219493717500125

Reference38 articles.

1. The stochastic wave equation with fractional noise: A random field approach

2. Stochastic Heat Equation with Multiplicative Fractional-Colored Noise

3. Stochastic Calculus for Fractional Brownian Motion and Applications

4. STOCHASTIC CAHN–HILLIARD EQUATION WITH FRACTIONAL NOISE

5. Stochastic nonlinear beam equations

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