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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