FRACTIONAL BROWNIAN MOTION AND STOCHASTIC EQUATIONS IN HILBERT SPACES (Q3149362): Difference between revisions

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+Bozenna Pasik-Duncan
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+MaRDI publication profile
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+Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than 1/2
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+On general boundary value problem for parabolic equations
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+Fractional Brownian motion and the Markov property
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+Itô's formula with respect to fractional Brownian motion and its application
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+Regularity of solutions of linear stochastic equations in hilbert spaces
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+Evolution equations with white-noise boundary conditions
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+Stochastic analysis of the fractional Brownian motion
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+Adaptive Boundary and Point Control of Linear Stochastic Distributed Parameter Systems
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+Stochastic Calculus for Fractional Brownian Motion I. Theory
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+Smoothing properties of nonlinear stochastic equations in Hilbert spaces
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+A parabolic stochastic differential equation with fractional Brownian motion input
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+Stochastic analysis of fractional brownian motions
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+Fractional Brownian Motions, Fractional Noises and Applications
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+Uniqueness and stability of invariant measures for stochastic differential equations in hilbert spaces
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+Integration with respect to fractal functions and stochastic calculus. I
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