共 5 条
Gradient-type noises I - partial and hybrid integrals
被引:5
|作者:
Hinz, Michael
[1
]
Zaehle, Martina
[1
]
机构:
[1] Univ Jena, Math Inst, Jena, Germany
关键词:
stochastic partial differential equations;
fractional Brownian sheet;
fractional calculus;
function spaces;
Stieltjes integrals;
STOCHASTIC CALCULUS;
FRACTAL FUNCTIONS;
INEQUALITY;
RESPECT;
D O I:
10.1080/17476930802669652
中图分类号:
O1 [数学];
学科分类号:
0701 ;
070101 ;
摘要:
The final objective of our study is to propose a finite-dimensional approach to systems of parabolic partial differential equations perturbed by low-order noises of Brownian or fractional Brownian type. The present article is the preparatory first part, where we introduce partial pathwise integrals over D and (a, b) x D, where D is a smooth bounded domain in R-n. Corresponding stochastic versions appear as limit cases.
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页码:561 / 583
页数:23
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