Fractional white noise perturbations of parabolic Volterra equations

• Autorzy: Sperlich S. , Wilke M.
• Języki publikacji: EN

Abstrakty

EN

Aim of this work is to extend the results of Clément, Da Prato and Prüss [5] on the fractional white noise perturbation with Hurst parameter H ∈ (0,1). We will obtain similar results and it will turn out that the regularity of the solution u(t) increases with Hurst parameter H.

Słowa kluczowe

EN

fractional Brownian motion; fractional integration; fractional derivatives; Volterra equations; stochastic convolution; parabolicity; linear viscoelasticity

PL

ułamkowy ruch Browniana; całkowanie ułamkowe; ułamki pochodne; równanie Volterra; stochastyczny splot; paraboliczny; lepkosprężystość liniowa

• Wydawca: De Gruyter
• Czasopismo: Journal of Applied Analysis
• Rocznik: 2010
• Tom: Vol. 16, nr 1
• Strony: 31--48
• Opis fizyczny: Bibliogr.19 poz.

Twórcy

autor

Sperlich S.

autor

Wilke M.

• Institut für Mathematik, Martin-Luther-Universität Halle-Wittenberg, Theodor-Lieser-Str. 5, 06120 Halle, Germany.,

Bibliografia

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