Ergodicity and parameter estimates for Infinite-dimensional fractional Ornstein-Uhlenbeck process

DOI10.1007/s00245-007-9028-3zbMath1176.35185OpenAlexW1985621388MaRDI QIDQ1021254

Jan Pospíšil, Bohdan Maslowski

Publication date: 8 June 2009

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.159.300

zbMATH Keywords

stochastic partial differential equationsergodicityparameter estimatesfractional Brownian motion, strictly stationary solution

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

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