L. Fono

Strong error analysis of a stochastic exponential integrator for SPDEs driven by fractional Brownian motion with H<1/2

Fractional Brownian motion provides a useful framework for modeling random phenomena with anti-persistent temporal correlations that arise in applications such as anomalous diffusion, hydrology, finance, and geophysical processes. In this paper, we study a class of semilinear stochastic partial differential equations d...