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Stochastic bilinear equation with fractional Brownian motion with Hurst parameter H{1/2 in Hilbert space

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F10%3A10051843" target="_blank" >RIV/00216208:11320/10:10051843 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Stochastic bilinear equation with fractional Brownian motion with Hurst parameter H{1/2 in Hilbert space

  • Original language description

    The existence of a strong solution to stochastic bilinear equation with one-dimensional fractional Brownian motion in Hilbert space is proved, where the operators in the equation are linear and bounded. The stochastic integral is defined in the Skorokhodsense.

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    BA - General mathematics

  • OECD FORD branch

Result continuities

  • Project

  • Continuities

    S - Specificky vyzkum na vysokych skolach

Others

  • Publication year

    2010

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Article name in the collection

    XII Miedzynarodowe warsztaty dla mlodych matematykow, Rachunek Prawdopodobienstwa i Statystyka

  • ISBN

    978-83-929547-1-2

  • ISSN

  • e-ISSN

  • Number of pages

    10

  • Pages from-to

  • Publisher name

    Uniwersytet Jagiellonski

  • Place of publication

    Krakow

  • Event location

    Krakow

  • Event date

    Sep 20, 2009

  • Type of event by nationality

    EUR - Evropská akce

  • UT code for WoS article