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Items for "fractional white noise"

A quasilinear stochastic partial differential equation driven by fractional white noise

The objective of the paper is to give the representation of a solution of a quasilinear stochastic partial differential equation driven by scalar fractional Brownian motion BH(t), H (, 1), in the white noise framework for fractional Brownian motion...

Keywords: fractional Brownian motion, fractional white noise, SPDE

01/2008 | Monte Carlo Methods and Applications, Walter de Gruyter