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Fractional white noise perturbations of parabolic Volterra equations
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Published/Copyright:
August 11, 2010
Abstract
Aim of this work is to extend the results of Clément, Da Prato and Prüss [Rend. Istit. Mat. Univ. Trieste 29: 207–220, 1997] 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.
Keywords.: Fractional Brownian motion; fractional integration; fractional derivatives; Volterra equations; stochastic convolution; parabolicity; linear viscoelasticity
Received: 2008-07-01
Revised: 2009-02-18
Published Online: 2010-08-11
Published in Print: 2010-August
© de Gruyter 2010
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Keywords for this article
Fractional Brownian motion;
fractional integration;
fractional derivatives;
Volterra equations;
stochastic convolution;
parabolicity;
linear viscoelasticity
Articles in the same Issue
- Approximation for fixed points of strict pseudo-contractions and solutions of equilibrium and optimization problems
- Some applications of dominated convergence theorems to a higher-order singular boundary value problem
- Fractional white noise perturbations of parabolic Volterra equations
- Optimality and duality for nonsmooth multiobjective optimization problems with generalized V -r-invexity
- Iterative construction of a common fixed point of finite families of nonlinear mappings
- Some algebraic properties of theWiener–Laplace algebra
- Fair valuation of universal life policies via a replicating portfolio
- Positive solutions for discrete boundary value problems with p-Laplacian
- A composite functional equation and invariant curves
- Collections of Darboux-like, Baire one functions of two variables
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