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math.PR2022
The time-fractional stochastic heat equation driven by time-space white noise
Rahma Yasmina Moulay Hachemi, Bernt Øksendal
We study the time-fractional stochastic heat equation driven by time-space white noise with space dimension and the fractional time-derivative is the C…
math.PR2022★ 1 cited
Space-time stochastic calculus and white noise
Bernt Øksendal
In the first part of this paper I give the historical background to my initial interest in stochastic analysis and to the writing of my book Stochastic Differential Equations. The…
math.PR2017
Linear Volterra backward stochastic differential equations
Yaozhong Hu, Bernt Øksendal
We present an explicit solution triplet to the backward stochastic Volterra integral equation (BSVIE) of linear type, driven by a Brownian motion and a compensated Pois…