|
[1]
|
Kim, I. (2015) A BMO Estimate for Stochastic Singular Integral Operators and Its Application to SPDEs. Journal of Functional Analysis, 269, 1289-1309. [Google Scholar] [CrossRef]
|
|
[2]
|
Lv, G., Gao, H., Wei, J. and Wu, J.L. (2019) BMO and Morrey-Campanato Estimates for Stochastic Convolutions and Schauder Estimates for Sto-chastic Parabolic Equations. Differential Equations, 266, 2666-2717. [Google Scholar] [CrossRef]
|
|
[3]
|
Krylov, N.V. (1999) An Analytic Approach to SPDEs. In: Sto-chastic Partial Differential Equations: Six Perspectives, Vol. 64, AMS, Providence, 185-242. [Google Scholar] [CrossRef]
|
|
[4]
|
Krylov, N.V. (1996) On Lp-Theory of Stochastic Partial Differential Equations in the Whole Space. SIAM Journal on Mathematical Analysis, 27, 313-340. [Google Scholar] [CrossRef]
|
|
[5]
|
Kim, I. and Kim, K.H. (2016) An Lp-Theory for Stochastic Partial Differential Equations Driven by Lévy Processes with Pseudo-Differential Operators of Arbitrary Order. Sto-chastic Processes and their Applications, 126, 2761-2786. [Google Scholar] [CrossRef]
|
|
[6]
|
Zhang, X. (2006) Lp-Theory of Semi-Linear SPDEs on General Measure Spaces and Applications. Journal of Functional Analysis, 239, 44-75. [Google Scholar] [CrossRef]
|
|
[7]
|
Zhang, X. (2013) Lp-Maximal Regularity of Nonlocal Parabolic Equations and Applications. Annales de l’Institut Henri Poincaré C, 30, 573-614. [Google Scholar] [CrossRef]
|
|
[8]
|
Duncan, T.E., Pasik-Duncan, B. and Maslowski, B. (2002) Fractional Brownian Motion and Stochastic Equations in Hilbert Spaces. Stochastics and Dynamics, 2, 225-250. [Google Scholar] [CrossRef]
|
|
[9]
|
Comte, F. and Renault, E. (1996) Long Memory Continuous Time Models. Journal of Econometrics, 73, 101-149. [Google Scholar] [CrossRef]
|
|
[10]
|
Boufoussi, B. and Hajji, S. (2012) Neutral Stochastic Func-tional Differential Equations Driven by a Fractional Brownian Motion in a Hilbert Space. Statistics and Probability Letters, 82, 1549-1558. [Google Scholar] [CrossRef]
|
|
[11]
|
Caraballo, T., Garrido-Atienza, M.J. and Taniguchi, T. (2011) The Existence and Exponential Behavior of Solutions to Stochastic Delay Evolution Equations with a Fractional Brownian Motion. Nonlinear Analysis: Theory, Methods and Applications, 74, 3671-3684. [Google Scholar] [CrossRef]
|
|
[12]
|
Li, Z. and Yan, L. (2019) Ergodicity and Stationary Solution for Stochastic Neutral Retarded Partial Differential Equations Driven by Fractional Brownian Motion. Journal of Theoretical Probability, 32, 1399-1419. [Google Scholar] [CrossRef]
|
|
[13]
|
Xu, L., Li, Z. and Luo, J. (2017) Global Attracting Set and Ex-ponential Decay of Second-Order Neutral Stochastic Functional Differential Equations Driven by fBm. Advances in Difference Equations, 2017, Article No. 134. [Google Scholar] [CrossRef]
|
|
[14]
|
Hsu, E.P., Wang, Y. and Wang, Z. (2017) Stochastic De Giorgi Iteration and Regularity of Stochastic Partial Differential Equations. The Annals of Probability, 45, 2855-2866. [Google Scholar] [CrossRef]
|
|
[15]
|
Du, K. and Liu, J. (2016) A Schauder Estimate for Stochastic PDEs. Comptes Rendus Mathematique, 354, 371-375. [Google Scholar] [CrossRef]
|
|
[16]
|
Debussche, A., De Moor, S. and Hofmanová, M. (2015) A Reg-ularity Result for Quasilinear Stochastic Partial Differential Equations of Parabolic Type. SIAM Journal on Mathematical Analysis, 47, 1590-1614. [Google Scholar] [CrossRef]
|
|
[17]
|
Kuksin, S.B., Nadirashvili, N.S. and Piatnitski, A.L. (2003) Hölder Esti-mates for Solutions of Parabolic SPDEs. Theory of Probability and Its Applications, 47, 157-163. [Google Scholar] [CrossRef]
|
|
[18]
|
Tian, R., Ding, L., Wei, J. and Zheng, S. (2019) Hölder Esti-mates of Mild Solutions for Nonlocal SPDEs. Advances in Difference Equations, 2019, Article No. 159. [Google Scholar] [CrossRef]
|
|
[19]
|
Lv, G., Gao, H., Wei, J. and Wu, J.L. (2023) On the Campanato and Hölder Regularity of Local and Nonlocal Stochastic Diffusion Equations. Discrete and Continuous Dynamical Systems-B, 28, 1244. [Google Scholar] [CrossRef]
|
|
[20]
|
Chen, Y.Z. (2003) Second Order Parabolic Partial Differential Equa-tions. Peking University Press, Beijing.
|
|
[21]
|
Bogdan, K. and Jakubowski, T. (2007) Estimates of Heat Kernel of Frac-tional Laplacian Perturbed by Gradient Operators. Communications in Mathematical Physics, 271, 179-198. [Google Scholar] [CrossRef]
|
|
[22]
|
Bogdan, K., Stós, A. and Sztonyk, P. (2003) Harnack Inequality for Stable Processes on d-Sets. Studia Mathematica, 158, 163-198. [Google Scholar] [CrossRef]
|
|
[23]
|
Chen, Z.Q. and Hu, E. (2015) Heat Kernel Estimates for Δ+Δα/2 under Gradient Perturbation. Stochastic Processes and Their Applications, 125, 2603-2642. [Google Scholar] [CrossRef]
|
|
[24]
|
Imbert, C. (2005) A Non-Local Regularization of First Order Hamilton-Jacobi Equations. Journal of Differential Equations, 211, 218-246. [Google Scholar] [CrossRef]
|
|
[25]
|
Biagini, F., Hu, Y., Φksendal, B. and Zhang, T. (2008) Stochastic Calculus for Fractional Brownian Motion and Applications. Springer Science and Business Media, Berlin. [Google Scholar] [CrossRef]
|