sigma11-043. 329KB Jun 04 2011 12:10:52 AM
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transformation is not only a time discretization of a one parameter family of continuous flows equipped with the same integrals of motion ( 1.3 ), ( 2.7 ), but it has also the
We give a new representation of fractional Brownian motion with Hurst parameter H ≤ 1 2 using stochastic partial differential equations.. This representation allows us to use the
Li, Strong p -completeness of stochastic differential equations and the existence of smooth flows on noncompact manifolds. Strichartz, Harmonic analysis on constant curvature
Bensoussan, Some existence results for stochastic partial differential equa- tions , in Stochastic Partial Differential Equations and Applications, G. Tubaro, eds.,
(1983) Semigroups of Linear Operators and Applications to Partial Differential Equations. (1994) Some Formulae and Estimates for the Derivative of Diffusion
(Ordinary differential equations constitute a special case; we will mention those later.) We define the partial derivatives of the dependent variables as new variables (prolongation)
The method of approximate conditional symmetries for partial differential equations with a small parameter was suggested by Mahomed and Qu [ 8 ] (point symmetries), Kara, Mahomed and
In the subsequent sections we apply the basic definition to the following partial differential equations and systems: nonlinear Poisson equations, p-Laplace equations,
