Displaying similar documents to “Stochastic averaging lemmas for kinetic equations”

SPDEs with coloured noise: Analytic and stochastic approaches

Marco Ferrante, Marta Sanz-Solé (2006)

ESAIM: Probability and Statistics

Similarity:

We study strictly parabolic stochastic partial differential equations on ℝ d , ≥ 1, driven by a Gaussian noise white in time and coloured in space. Assuming that the coefficients of the differential operator are random, we give sufficient conditions on the correlation of the noise ensuring Hölder continuity for the trajectories of the solution of the equation. For self-adjoint operators with deterministic coefficients, the mild and weak formulation of the equation are...

Regularity of solutions to stochastic Volterra equations

Anna Karczewska, Jerzy Zabczyk (2000)

Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni

Similarity:

We study regularity of stochastic convolutions solving Volterra equations on R d driven by a spatially homogeneous Wiener process. General results are applied to stochastic parabolic equations with fractional powers of Laplacian.