Working paper

Existence And Uniqueness Of Mild Solution To Stochastic Heat Equation With White And Fractional Noises

Year:

2018

Published in:

arxiv
Probability
white and fractional noises
mild solution
stochastic heat equation

We prove the existence and uniqueness of a mild solution for a class of non-autonomous parabolic mixed stochastic partial differential equations defined on a bounded open subset D⊂Rd and involving standard and fractional L2(D)-valued Brownian motions. We assume that the coefficients are homogeneous, Lipschitz continuous and the coefficient at the fractional Brownian motion is an affine function.

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2020
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2015
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Convergence Of Solutions Of Mixed Stochastic Delay Differential Equations With Applications

Publisher: Applied Mathematics and Computation

Authors: Georgiy Shevchenko, Yulia Mishura, Taras Shalaiko

2013
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Approximation Of Random Variables By Functionals Of The Increments Of A Fractional Brownian Motion

Publisher: Theory of Probability and Mathematical Statistics

Authors: Georgiy Shevchenko, Taras Shalaiko

2016
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Approximations For A Solution To Stochastic Heat Equation With Stable Noise

Publisher: Modern Stochastics: Theory and Applications

Authors: Georgiy Shevchenko, Larysa Pryhara

2017
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Хвильове Рівняння Зі Стійким Шумом

Publisher: Taras Shevchenko National University of Kyiv

Authors: Georgiy Shevchenko, Larysa Pryhara

2017
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Wave Equation With A Coloured Stable Noise

Publisher: Random Operators and Stochastic Equations

Authors: Georgiy Shevchenko, Larysa Pryhara

2011
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Anatolii Volodymyrovych Skorokhod (1930–2011)

Publisher: Stochastic Processes and their Applications

Authors: Georgiy Shevchenko, Volodymyr Korolyuk, Yuriy Kozachenko, Yulia Mishura, Halyna Syta

2015
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Integral Representation With Respect To Fractional Brownian Motion Under A Log‑Hölder Assumption

Publisher: Modern Stochastics: Theory and Applications

Authors: Georgiy Shevchenko, Taras Shalaiko

2006
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On Reselling Of European Option

Publisher: Theory of Stochastic Processes

Authors: Georgiy Shevchenko, Yulia Mishura, A. Kukush

2011
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Fractional And Multifractional Models In Finance

Publisher: Taras Shevchenko National University of Kyiv

Authors: Georgiy Shevchenko