Local pathwise solutions to stochastic evolution equations driven by fractional Brownian motions with Hurst parameters $H\in (1/3,1/2]$-Reference-Cited by-同舟云学术

Local pathwise solutions to stochastic evolution equations driven by fractional Brownian motions with Hurst parameters $H\in (1/3,1/2]$

Published:2015-08 Issue:8 Volume:20 Page:2553-2581
ISSN:1531-3492
Container-title:Discrete and Continuous Dynamical Systems - Series B
language:en
Short-container-title:DCDS-B

Author:

Garrido–Atienza María,Lu Kening,Schmalfuss Björn

Publisher

American Institute of Mathematical Sciences (AIMS)

Subject

Applied Mathematics,Discrete Mathematics and Combinatorics

Reference24 articles.

1. Partial differential equations driven by rough paths,;M. Caruana;J. Differential Equations,2009

2. A (rough) pathwise approach to a class of non-linear stochastic partial differential equations,;M. Caruana;Ann. Inst. H. Poincaré Anal. Non Linéaire,2011

3. Pathwise solutions of SPDEs and random dynamical systems,;Y. Chen;Discrete and Continuous Dynamical Systems,2014

4. A Milstein-type scheme without Lévy area terms for SDES driven by fractional Brownian motion,;A. Deya;Ann. Inst. H. Poincaré Probab. Statist.,2012

5. Non-linear rough heat equations,;A. Deya;Probab. Theory Relat. Fields,2012

Cited by 23 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Long time behavior of stochastic differential equations driven by linear multiplicative fractional noise;Journal of Differential Equations;2024-08
2. A proof of the additivity of rough integral;Stochastics and Dynamics;2024-02
3. Numerical Attractors for Rough Differential Equations;SIAM Journal on Numerical Analysis;2023-10-18
4. Random attractors for rough stochastic partial differential equations;Journal of Differential Equations;2023-10
5. New results for stochastic fractional pseudo-parabolic equations with delays driven by fractional Brownian motion;Stochastic Processes and their Applications;2023-07