A quasilinear stochastic partial differential equation driven by fractional white noise

Monte Carlo Methods and Applications

Volumn 13, Issue 5-6, 2008, Pages 353-367

  Grecksch, Wilfried ^a   Roth, Christian ^a  

^a MARTIN LUTHER UNIVERSITY HALLE WITTENBERG   (Germany)

Author keywords

Fractional Brownian motion; Fractional white noise; Gjessing's lemma; SPDE

Indexed keywords

EID: 58149195333     PISSN: 09299629     EISSN: 15693961     Source Type: Journal    
DOI: 10.1515/MCMA.2007.019     Document Type: Article

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