Author

Bernt Oksendal

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Review Oct 2026

The stochastic fractional transport heat equation

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 fractional time-space white noise (ii) With multiplicative time-space Brownian noise The fractional time derivative is interpreted as the Caput...

Olfa Draouil, Rahmani Hachemi, Bernt Oksendal · 0 citations

Preprint Sep 2026

Markov property for systems driven by the Brownian sheet

We study stochastic systems driven by a Brownian sheet and formulate a Markov property adapted to their two-parameter structure. For time-space homogeneous It\^o sheets, the future evolution from a point $(t,x)$ is not determined by the single value $Y(t,x)$ alone, but also by the boundary data along the horizontal and...

N. Agram, Bernt Oksendal, F. Proske et al. · 0 citations