On a Class of Stochastic Anderson Models with Fractional Noises
Lijun Bo, Yiming Jiang, Yongjin Wang · Stochastic Analysis and Applications · 2008
In this article, we are concerned with a class of one-dimensional fourth order stochastic Anderson models with double-parameter fractional noises with Hurst parameter . The unique solution is constructed for the model in some appropriate Hilbert space. On the other hand, we shall estimate the Lyapunov exponent of the solution and study its regularity.