Stochastic elastic equation driven by fractional Brownian motion

Yinghan Zhang; Xiaoyuan Yang

doi:10.1080/17442508.2015.1079636

Stochastic elastic equation driven by fractional Brownian motion

Yinghan Zhang
, Xiaoyuan Yang^*

^*此作品的通讯作者

数学科学学院

Beihang University

科研成果: 期刊稿件 › 文章 › 同行评审

1 引用（Scopus）

摘要

In this paper, we consider the stochastic elastic equation driven by a cylindrical fractional Brownian motion. The regularities of the solution to the linear stochastic problem corresponding to the stochastic elastic equation are proved. Then, we obtain the existence of the solution using the Picard iteration.

源语言	英语
页（从-至）	415-427
页数	13
期刊	Stochastics
卷	88
期	3
DOI	https://doi.org/10.1080/17442508.2015.1079636
出版状态	已出版 - 2 4月 2016

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10.1080/17442508.2015.1079636

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title = "Stochastic elastic equation driven by fractional Brownian motion",

abstract = "In this paper, we consider the stochastic elastic equation driven by a cylindrical fractional Brownian motion. The regularities of the solution to the linear stochastic problem corresponding to the stochastic elastic equation are proved. Then, we obtain the existence of the solution using the Picard iteration.",

keywords = "Fractional Brownian motion, Hurst parameter, stochastic partial differential equations",

author = "Yinghan Zhang and Xiaoyuan Yang",

note = "Publisher Copyright: {\textcopyright} 2015 Taylor \& Francis.",

year = "2016",

month = apr,

day = "2",

doi = "10.1080/17442508.2015.1079636",

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TY - JOUR

T1 - Stochastic elastic equation driven by fractional Brownian motion

AU - Zhang, Yinghan

AU - Yang, Xiaoyuan

PY - 2016/4/2

Y1 - 2016/4/2

N2 - In this paper, we consider the stochastic elastic equation driven by a cylindrical fractional Brownian motion. The regularities of the solution to the linear stochastic problem corresponding to the stochastic elastic equation are proved. Then, we obtain the existence of the solution using the Picard iteration.

AB - In this paper, we consider the stochastic elastic equation driven by a cylindrical fractional Brownian motion. The regularities of the solution to the linear stochastic problem corresponding to the stochastic elastic equation are proved. Then, we obtain the existence of the solution using the Picard iteration.

KW - Fractional Brownian motion

KW - Hurst parameter

KW - stochastic partial differential equations

UR - https://www.scopus.com/pages/publications/84958162929

U2 - 10.1080/17442508.2015.1079636

DO - 10.1080/17442508.2015.1079636

M3 - 文章

AN - SCOPUS:84958162929

SN - 1744-2508

VL - 88

SP - 415

EP - 427

JO - Stochastics

JF - Stochastics

IS - 3

ER -

Stochastic elastic equation driven by fractional Brownian motion

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