FRACTIONAL BROWNIAN MOTION AND STOCHASTIC EQUATIONS IN HILBERT SPACES

DOI10.1142/S0219493702000340zbMath1040.60054OpenAlexW1995998075MaRDI QIDQ3149362

Tyrone E. Duncan, Bohdan Maslowski, Bozenna Pasik-Duncan

Publication date: 2002

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219493702000340

zbMATH Keywords

fractional Brownian motionstochastic partial differential equationsstochastic integration for fractional Brownian motion

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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• Stochastic Calculus for Fractional Brownian Motion I. Theory
• Fractional Brownian Motions, Fractional Noises and Applications

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