Cylindrical fractional Brownian motion in Banach spaces
DOI10.1016/j.spa.2014.05.010zbMath1296.60093arXiv1307.4992WikidataQ57949994 ScholiaQ57949994MaRDI QIDQ404580
Publication date: 4 September 2014
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1307.4992
stochastic partial differential equations; cylindrical measures; stochastic integration in Banach spaces; fractional Ornstein-Uhlenbeck process; \(\gamma\)-radonifying; cylindrical fractional Brownian motion
60G22: Fractional processes, including fractional Brownian motion
60H05: Stochastic integrals
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
28C20: Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.)
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