scientific article; zbMATH DE number 5172391
From MaRDI portal
Publication:5297391
zbMath1133.60015MaRDI QIDQ5297391
Tyrone E. Duncan, Bohdan Maslowski, Bozenna Pasik-Duncan
Publication date: 18 July 2007
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ornstein-Uhlenbeck processessample path properties of solutionsstochastic linear partial differential equations
Gaussian processes (60G15) One-parameter semigroups and linear evolution equations (47D06) Sample path properties (60G17) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Applications of functional analysis in probability theory and statistics (46N30)
Related Items (19)
Sharp mean-square regularity results for SPDEs with fractional noise and optimal convergence rates for the numerical approximations ⋮ Stochastic evolution equations driven by Liouville fractional Brownian motion ⋮ Fractional stochastic Volterra equation perturbed by fractional Brownian motion ⋮ Equivalence of laws and null controllability for SPDEs driven by a fractional Brownian motion ⋮ Amplitude equations for SPDEs driven by fractional additive noise with small hurst parameter ⋮ Central limit theorems and minimum-contrast estimators for linear stochastic evolution equations ⋮ Drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process ⋮ Ergodicity and drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process of the second kind ⋮ Stochastic evolution equations with rough boundary noise ⋮ Cylindrical fractional Brownian motion in Banach spaces ⋮ Mild solutions of the stochastic MHD equations driven by fractional Brownian motions ⋮ Stochastic elastic equation driven by multiplicative multi-parameter fractional noise ⋮ Stochastic Burgers' equation driven by fractional Brownian motion ⋮ Disturbance rejection in a class of adaptive control laws for distributed parameter systems ⋮ Weak solutions to stochastic differential equations driven by fractional brownian motion ⋮ The fractional stochastic heat equation on the circle: Time regularity and potential theory ⋮ Ergodicity and parameter estimates for Infinite-dimensional fractional Ornstein-Uhlenbeck process ⋮ Approximate controllability of stochastic equations in a Hilbert space with fractional Brownian motions ⋮ \(L^p\)-solutions of the Navier-Stokes equation with fractional Brownian noise
This page was built for publication: