Fractional White Noise Perturbations of Parabolic Volterra Equations
Analysis of PDEs
2010-07-13 v1 Probability
Abstract
Aim of this work is to extend the results of Cl\'ement, Da Prato & Pr\"uss on the fractional white noise perturbation with Hurst parameter 0<H<1. We will obtain similar results and it will turn out that the regularity of the solution u(t) of the stochastic Volterra equation increases with Hurst parameter H.
Keywords
Cite
@article{arxiv.1007.1855,
title = {Fractional White Noise Perturbations of Parabolic Volterra Equations},
author = {Stefan Sperlich and Mathias Wilke},
journal= {arXiv preprint arXiv:1007.1855},
year = {2010}
}
Comments
15 pages