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

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

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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].

Bibliographic Details
Main Authors: Grecksch, Wilfried, Roth, Christian
Language:English
Published: Technische Universität Chemnitz 2008
Subjects:
info:eu-repo/classification/ddc/510
ddc:510
Approximation
Gebrochene Brownsche Bewegung
Quasilinear Stochastic Partial Differential Equation
SPDE
fractional Brownian motion
white noise
Online Access:http://nbn-resolving.de/urn:nbn:de:bsz:ch1-200800521
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https://monarch.qucosa.de/api/qucosa%3A18898/attachment/ATT-1/

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