Stochastic affine evolution equations with multiplicative fractional noise.
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Publication:1745980
DOI10.21136/AM.2018.0036-17zbMath1458.60074arXiv1609.00582MaRDI QIDQ1745980
Bohdan Maslowski, Jana Šnupárková
Publication date: 18 April 2018
Published in: Applications of Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1609.00582
stochastic differential equations in Hilbert space; geometric fractional Brownian motion; stochastic bilinear equation
60G22: Fractional processes, including fractional Brownian motion
60H15: Stochastic partial differential equations (aspects of stochastic analysis)