STOCHASTIC INTEGRATION FOR FRACTIONAL BROWNIAN MOTION IN A HILBERT SPACE

DOI10.1142/S0219493706001645zbMath1095.60017MaRDI QIDQ5468897

Tyrone E. Duncan, Jacek Jakubowski, Bozenna Pasik-Duncan

Publication date: 3 May 2006

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

Full work available at URL: https://doi.org/10.1142/s0219493706001645

zbMATH Keywords

stochastic calculus; stochastic equations in Hilbert space

Mathematics Subject Classification ID

60G15: Gaussian processes

60H05: Stochastic integrals

60H07: Stochastic calculus of variations and the Malliavin calculus

60G18: Self-similar stochastic processes

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