Stochastic equations in Hilbert space with a multiplicative fractional Gaussian noise

DOI10.1016/j.spa.2005.03.011zbMath1076.60054OpenAlexW2039655644MaRDI QIDQ2387454

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

Publication date: 2 September 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2005.03.011

zbMATH Keywords

stabilityfractional Brownian motionstochastic differential equations in Hilbert space

Mathematics Subject Classification ID

Gaussian processes (60G15) One-parameter semigroups and linear evolution equations (47D06) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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