Elementary Pathwise Methods for Nonlinear Parabolic and Transport Type Stochastic Partial Differential Equations with Fractal Noise

Michael Hinz (), Elena Issoglio () and Martina Zähle ()
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Michael Hinz: Bielefeld University
Elena Issoglio: King’s College London, Strand
Martina Zähle: Friedrich Schiller University, Jena

A chapter in Modern Stochastics and Applications, 2014, pp 123-141 from Springer

Abstract: Abstract We survey some of our recent results on existence, uniqueness, and regularity of function solutions to parabolic and transport type partial differential equations driven by non-differentiable noises. When applied pathwise to random situations, they provide corresponding statements for stochastic partial differential equations driven by fractional noises of sufficiently high regularity order. The approach is based on semigroup theory.

Keywords: Fractional Calculus; Mild Solution; Fractional Brownian Motion; Function Solution; Stochastic Partial Differential Equation (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:spr:spochp:978-3-319-03512-3_8

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DOI: 10.1007/978-3-319-03512-3_8

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