Stochastic bilinear equations with fractional Gaussian noise in Hilbert space

zbMATH Open1229.60073MaRDI QIDQ3171480FDOQ3171480

Authors: Jana Šnupárková 

Publication date: 5 October 2011

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zbMATH Keywords

fractional Brownian motionstochastic differential equations in Hilbert space

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (8)

• Linear stochastic differential equations driven by Gauss-Volterra processes and related linear-quadratic control problems
• Semilinear stochastic equations with bilinear fractional noise
• Bilinear equations in Hilbert space driven by paths of low regularity
• Stochastic equations in Hilbert space with a multiplicative fractional Gaussian noise
• Asymptotic behavior of the unit root bilinear model with fractional Gaussian noise. Euler's scheme with small perturbations
• Limiting measure and stationarity of solutions to stochastic evolution equations with Volterra noise
• Chaos decomposition of stochastic bilinear equations with drift in the first Poisson-Itô chaos
• Stochastic evolution equations with Volterra noise

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