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Volumn 127, Issue 2, 2003, Pages 186-204

Stochastic evolution equations with fractional Brownian motion

Author keywords

Fractional Brownian motion; Hurst parameter; Stochastic partial differential equation

Indexed keywords


EID: 0242339531     PISSN: 01788051     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00440-003-0282-2     Document Type: Article
Times cited : (191)

References (16)
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    • Grecksch, W.1    Ahn, V.V.2
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    • (1998) Problemy Peredachi Informatsii , vol.34 , pp. 51-61
    • Kleptsyna, M.L.1    Kloeden, P.E.2    Ahn, V.V.3
  • 8
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    • Lin, S.J.1
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    • Mandelbrot, B.B., Van Ness, J.W.: Fractional Brownian motion, fractional noises and application. SIAM Rev. 10, 422-437 (1968)
    • (1968) SIAM Rev. , vol.10 , pp. 422-437
    • Mandelbrot, B.B.1    Van Ness, J.W.2
  • 12
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    • Nonlinear stochastic wave and heat equations
    • Peszat, S., Zabczyk, J.: Nonlinear stochastic wave and heat equations. Probab. Theory Related Fields 116, 421-443 (2000)
    • (2000) Probab. Theory Related Fields , vol.116 , pp. 421-443
    • Peszat, S.1    Zabczyk, J.2
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    • 0000405270 scopus 로고    scopus 로고
    • On space-time regularity for the stochastic heat equation on Lie groups
    • Tindel, S., Viens, F.: On space-time regularity for the stochastic heat equation on Lie groups. J. Func. Analy. 169, 559-603 (1999)
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    • Regularity conditions for the stochastic heat equation on some Lie groups
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    • Tindel, S., Viens, F.: Regularity conditions for the stochastic heat equation on some Lie groups. Seminar on Stochastic Analysis, Random Fields and Applications III, Centro Stefano Franscini, Ascona, September 1999. Progress in Probability, 52 Birkhäuser, 2002, pp. 275-297
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    • Tindel, S.1    Viens, F.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.