FRACTIONAL BROWNIAN MOTION AND STOCHASTIC EQUATIONS IN HILBERT SPACES

DOI10.1142/S0219493702000340zbMATH Open1040.60054OpenAlexW1995998075MaRDI QIDQ3149362FDOQ3149362

Authors: T. E. Duncan, B. Maslowski, B. 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

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zbMATH Keywords

stochastic partial differential equationsfractional Brownian motionstochastic integration for fractional Brownian motion

Mathematics Subject Classification ID

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

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Cited In (only showing first 100 items - show all)

• Fractional Bilinear Stochastic Equations with the Drift in the First Fractional Chaos
• Parameter-dependent filtering of Gaussian processes in Hilbert spaces
• On a stochastic fractional partial differential equation with a fractional noise
• Stochastic Korteweg-de Vries equation driven by fractional Brownian motion
• Some linear-quadratic stochastic differential games for equations in Hilbert spaces with fractional Brownian motions
• Well-posedness of stochastic KdV-BO equation driven by fractional Brownian motion
• Variational solutions and random dynamical systems to SPDEs perturbed by fractional Gaussian noise
• Title not available (Why is that?)
• Title not available (Why is that?)
• Stochastic averaging for two-time-scale stochastic partial differential equations with fractional Brownian motion
• Measure-dependent stochastic nonlinear beam equations driven by fractional Brownian motion
• STOCHASTIC INTEGRATION FOR FRACTIONAL BROWNIAN MOTION IN A HILBERT SPACE
• Fractional term structure models: No-arbitrage and consistency
• Cylindrical fractional Brownian motion in Banach spaces
• Regularity of backward stochastic Volterra integral equations in Hilbert spaces
• Theory and application of stability for stochastic reaction diffusion systems
• Ergodicity and parameter estimates for Infinite-dimensional fractional Ornstein-Uhlenbeck process
• A fractional Poisson equation: existence, regularity and approximations of the solution
• On some stochastic differential equations and fractional Brownian motion
• Abstract functional stochastic evolution equations driven by fractional Brownian motion
• Approximate controllability of stochastic equations in a Hilbert space with fractional Brownian motions
• Jump type Cahn-Hilliard equations with fractional noises
• On a jump-type stochastic fractional partial differential equation with fractional noises
• Stochastic heat equation driven by fractional noise and local time
• Stochastic Evolution Equations Driven by a Fractional White Noise
• Multiparameter Fractional Brownian Motion And Quasi-Linear Stochastic Partial Differential Equations
• Stochastic delay differential equations in a Hilbert space driven by fractional Brownian motion
• Stochastic Burgers' equation driven by fractional Brownian motion
• Young integrals and SPDEs
• REGULARIZATION OF QUASILINEAR HEAT EQUATIONS BY A FRACTIONAL NOISE
• Gradient type noises. II: Systems of stochastic partial differential equations
• Sharp Gaussian regularity on the circle, and applications to the fractional stochastic heat equation
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• Some properties of the solution to fractional heat equation with a fractional Brownian noise
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• A NOTE ON VARIATIONAL SOLUTIONS TO SPDE PERTURBED BY GAUSSIAN NOISE IN A GENERAL CLASS
• Polar sets of fractional Brownian sheets
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• APPROXIMATION OF THE STOCHASTIC RAYLEIGH–BÉNARD PROBLEM NEAR THE ONSET OF CONVECTION AND RELATED PROBLEMS
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• On a semilinear mixed fractional heat equation driven by fractional Brownian sheet
• Filtering of Gaussian processes in Hilbert spaces
• On a class of measure-dependent stochastic evolution equations driven by fbm
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• Stochastic evolution equations with Volterra noise
• Variational solutions for partial differential equations driven by a fractional noise
• Drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process
• Global attracting set and exponential decay of coupled neutral SPDEs driven by fractional Brownian motion
• Asymptotic behaviours of a stochastic delay equation driven by an fBm in Hilbert space
• \(L^p\)-solutions of the Navier-Stokes equation with fractional Brownian noise
• Local \(L^p\)-solution for semilinear heat equation with fractional noise
• EXISTENCE CRITERIA FOR SOLUTIONS OF LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS WITH SKEW-SYMMETRIC DIFFERENTIAL OPERATOR AND ADDITIVE FRACTIONAL BROWNIAN NOISE
• Evolution equations driven by general stochastic measures in Hilbert space
• Global attractiveness and exponential decay of neutral stochastic functional differential equations driven by fBm with Hurst parameter less than 1/2
• Stochastic evolution equations with rough boundary noise
• A FILTERING PROBLEM FOR A LINEAR STOCHASTIC EVOLUTION EQUATION DRIVEN BY A FRACTIONAL BROWNIAN MOTION
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• An infinite-dimensional fractional linear quadratic regulator problem
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• Fractional measure-dependent nonlinear second-order stochastic evolution equations with Poisson jumps
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• Strong convergence of a fractional exponential integrator scheme for finite element discretization of time-fractional SPDE driven by fractional and standard Brownian motions
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• Bilinear equations in Hilbert space driven by paths of low regularity
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• Ergodicity and stationary solution for stochastic neutral retarded partial differential equations driven by fractional Brownian motion
• Finite element approximation of the linearized stochastic Cahn-Hilliard equation with fractional Brownian motion
• On a semilinear double fractional heat equation driven by fractional Brownian sheet
• Ergodicity and drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process of the second kind

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