1 citations · 5 across the 20 of their papers we have counts for
3 papers · 2 filters
The stochastic fractional transport heat equation
Olfa Draouil, Rahma Yasmina Moulay Hachemi, Bernt Øksendal
We give an introduction to the time-fractional stochastic heat equation driven by 1+d-parameter fractional time-space white noise, in the following two cases: (i) With additive fra…
Markov property for systems driven by the Brownian sheet
Nacira Agram, Bernt Øksendal, Frank Proske +1
We study stochastic systems driven by a Brownian sheet and formulate a Markov property adapted to their two-parameter structure. For time-space homogeneous Itô sheets, the future e…
Optimal Stopping for Systems Driven by the Brownian Sheet
Nacira Agram, Bernt Oksendal, Frank Proske +1
We investigate optimal stopping problems for systems driven by the Brownian sheet. Our analysis is divided into two parts. In the first part we derive explicit solutions to two opt…