Probabilistic approach for semi-linear stochastic fractal equations

In this work we provide a stochastic representation for a class of semi-linear stochastic fractal equations, and prove the existence and uniqueness of Wρ1,p-solutions to stochastic fractal equations by using purely probabilistic argument, where ρ is a suitable weighted function, and Wρ1,p is the associated first order weighted Sobolev space.

MoreLess

Year of publication:	2014
Authors:	Xie, Yingchao ; Zhang, Qi ; Zhang, Xicheng
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 124.2014, 12, p. 3948-3964
Publisher:	Elsevier
Subject:	α-stable processes \| Stochastic fractal equations \| Stochastic flows \| Derivative formula

Online Resource

Check full text access |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

subito order

I need help

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011065061