Stochastic evolution equations with Volterra noise

Abstrakt

Volterra processes are continuous stochastic processes as driving processes of linear stochastic PDEs are studied. Examples of such processes are the fractional Brownian motion, multifractional Brownian motion or (in the non-Gaussian case) Rosenblatt process.

Klíčová slova

• Volterra processes
• stochastic convolution integral
• stochastic partial differential equations