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

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
Other Authors: TU Chemnitz, Fakultät für Mathematik
Format: Others
Language:English
Published: Universitätsbibliothek Chemnitz 2008
Subjects:
Online Access:http://nbn-resolving.de/urn:nbn:de:bsz:ch1-200800521
http://nbn-resolving.de/urn:nbn:de:bsz:ch1-200800521
http://www.qucosa.de/fileadmin/data/qucosa/documents/5572/data/t_06_gr_ro.pdf
http://www.qucosa.de/fileadmin/data/qucosa/documents/5572/20080052.txt