Approximation of a Quasilinear Stochastic Partial Differential Equation driven by Fractional White Noise

Description

We approximate the solution of a quasilinear stochastic partial differential equa-
tion driven by fractional Brownian motion B_H(t); H in (0,1), which was calculated
via fractional White Noise calculus, see [5].

Links & Downloads

1. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-200800521
2. urn:nbn:de:bsz:ch1-200800521
3. http://www.qucosa.de/fileadmin/data/qucosa/documents/5572/data/t_06_gr_ro.pdf
4. http://www.qucosa.de/fileadmin/data/qucosa/documents/5572/20080052.txt

Tags

SPDE

fractional Brownian motion

white noise

ddc:510

Approximation

Gebrochene Brownsche Bewegung

Additional Fields

Identifer	oai:union.ndltd.org:DRESDEN/oai:qucosa.de:bsz:ch1-200800521
Date	16 May 2008
Creators	Grecksch, Wilfried, Roth, Christian
Contributors	TU Chemnitz, Fakultät für Mathematik
Publisher	Universitätsbibliothek Chemnitz
Source Sets	Hochschulschriftenserver (HSSS) der SLUB Dresden
Language	English
Detected Language	English
Type	doc-type:conferenceObject
Format	application/pdf, text/plain, application/zip
Relation	dcterms:isPartOfhttp://nbn-resolving.de/urn:nbn:de:bsz:ch1-200800505