Stochastic Dynamics for SDE or SPDE with Fractional Brownian Motion
A special issue of Fractal and Fractional (ISSN 2504-3110). This special issue belongs to the section "Probability and Statistics".
Deadline for manuscript submissions: closed (10 November 2023) | Viewed by 1478
Special Issue Editor
Special Issue Information
Dear Colleagues,
In recent decades, mathematical tools and concepts associated to fractional Brownian motion have been established, since it is neither a Markov process nor a semimartingale. There are several approaches to define the stochastic integral with respect to fractional Brownian motion, many beautiful theories on stochastic dynamics for Brownian motion are extended to fractional Brownian motion cases. Especially, several new tools and techniques are proposed to study the stochastic dynamics for stochastic (partial) differential equations.
This Special Issue aims to highlight high-quality contributions in the form of original research articles, reviews or expository papers dealing with the recent advances in 'Stochastic Dynamics for SDE or SPDE with Fractional Brownian Motion'. We welcome the submission of theoretical and practice-related application relating to fractional Brownian motion. The topics of interest for this Special Issue include but are not limited to:
- Stochastic calculus with fractional Brownian motion;
- Stochastic stability and stochastic bifurcation with fractional Brownian motion;
- Random attractors for SPDE with fractional Brownian motion;
- Stochastic periodic solution with fractional Brownian motion;
- Invariant manifolds with fractional Brownian motion;
- Average principle with fractional Brownian motion;
- Rough paths theory with fractional Brownian motion.
Dr. Caibin Zeng
Guest Editor
Manuscript Submission Information
Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All submissions that pass pre-check are peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.
Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Fractal and Fractional is an international peer-reviewed open access monthly journal published by MDPI.
Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 2700 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.
Keywords
- fractional Brownian motion
- rough paths theory
- random attractors
- invariant manifolds
- average principle
