arXiv (All)
open access
An Inverse Random Source Problem for the Moore-Gibson-Thompson Equation Driven by Fractional Brownian Motion
In this paper, we consider an inverse random source problem for the stochastic Moore-Gibson-Thompson equation driven by fractional Brownian motion with Hurst index $H \in (0, 1)$ of the form $f_1(x)g_1(t)\dot{B}^H(t)+f_2(x)g_2(t)$. Given the random source, existence and uniqueness of mild solutions
Conceptio Open Archive
Analyze & explore related research in Conceptio
Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.
This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗
Related documents
- Stability for the inverse source problem of the stochastic fractional Helmholtz equation#1063594
- Exact finite-sample inference for multi-mixed fractional Brownian motion with drift#1123384
- Fractional Brownian Motion with Negative Hurst Exponent#177089
- Monte Carlo Approximations of Time-Nonlocal Diffusions in Bounded Domains#1033902
- Euler Scheme for Stochastic Functional Differential Equations Driven by Fractional Brownian Motion via Fractional Calculus Techniques#1061726
Record · ID 985977
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive