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On terminal value problems for bi-parabolic equations driven by Wiener process and fractional Brownian motions
dc.creator | NGuyen, Huy Tuan | es |
dc.creator | Caraballo Garrido, Tomás | es |
dc.creator | Tran, Ngoc Thach | es |
dc.date.accessioned | 2022-03-03T13:05:22Z | |
dc.date.available | 2022-03-03T13:05:22Z | |
dc.date.issued | 2021-06-09 | |
dc.identifier.citation | NGuyen, H.T., Caraballo Garrido, T. y Tran, N.T. (2021). On terminal value problems for bi-parabolic equations driven by Wiener process and fractional Brownian motions. Asymptotic Analysis, 123 (3-4), 335-366. | |
dc.identifier.issn | 0921-7134 | es |
dc.identifier.issn | 1875-8576 | es |
dc.identifier.uri | https://hdl.handle.net/11441/130372 | |
dc.description.abstract | In this paper, we study two terminal value problems (TVPs) for stochastic bi-parabolic equations perturbed by standard Brownian motion and fractional Brownian motion with Hurst parameter h ∈ ( 1/2 , 1) separately. For each problem, we provide a representation for the mild solution and find the space where the existence of the solution is guaranteed. Additionally, we show clearly that the solution of each problem is not stable, which leads to the ill-posedness of each problem. Finally, we propose two regularization results for both considered problems by using the filter regularization method. | es |
dc.format | application/pdf | es |
dc.format.extent | 32 p. | es |
dc.language.iso | eng | es |
dc.publisher | IOS Press | es |
dc.relation.ispartof | Asymptotic Analysis, 123 (3-4), 335-366. | |
dc.rights | Attribution-NonCommercial-NoDerivatives 4.0 Internacional | * |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/4.0/ | * |
dc.subject | Bi-parabolic equation | es |
dc.subject | Standard Brownian motion | es |
dc.subject | Fractional Brownian motion | es |
dc.subject | Terminal value problem | es |
dc.subject | Illposedness | es |
dc.title | On terminal value problems for bi-parabolic equations driven by Wiener process and fractional Brownian motions | es |
dc.type | info:eu-repo/semantics/article | es |
dc.type.version | info:eu-repo/semantics/publishedVersion | es |
dc.rights.accessRights | info:eu-repo/semantics/openAccess | es |
dc.contributor.affiliation | Universidad de Sevilla. Departamento de Ecuaciones Diferenciales y Análisis Numérico | es |
dc.relation.publisherversion | https://doi.org/10.3233/ASY-201637 | es |
dc.identifier.doi | 10.3233/ASY-201637 | es |
dc.contributor.group | Universidad de Sevilla. FQM314: Análisis Estocástico de Sistemas Diferenciales | es |
dc.journaltitle | Asymptotic Analysis | es |
dc.publication.volumen | 123 | es |
dc.publication.issue | 3-4 | es |
dc.publication.initialPage | 335 | es |
dc.publication.endPage | 366 | es |
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