Homogeneous Stochastic Differential Equations
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F10%3A10071304" target="_blank" >RIV/00216208:11320/10:10071304 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Homogeneous Stochastic Differential Equations
Original language description
We study the relation between solutions to a certain type of nonlinear partial differential equation and solutions to its stochastic analogy driven by a fractional Brownian motion with Hurst index H } 1/2. The formula obtained is used to study propertiesof solutions to some stochastic differential equations, such as the stochastic porous medium equation.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
BA - General mathematics
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GAP201%2F10%2F0752" target="_blank" >GAP201/10/0752: Stochastic Space-Time Systems</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>S - Specificky vyzkum na vysokych skolach
Others
Publication year
2010
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
WDS'10 Proceedings of Contributed Papers: Part I - Mathematics and Computer Sciences
ISBN
978-80-7378-139-2
ISSN
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e-ISSN
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Number of pages
6
Pages from-to
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Publisher name
Matfyzpress
Place of publication
Prague
Event location
Praha
Event date
Jun 1, 2010
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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