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Stochastic bilinear equations with fractional Gaussian noise 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%3A10103390" target="_blank" >RIV/00216208:11320/10:10103390 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Stochastic bilinear equations with fractional Gaussian noise in Hilbert space

  • Original language description

    A fractional Gaussian noise is a formal derivative of a fractional Brownian motion. An explicit formula for a weak solution to the stochastic billinear equation in a separable Hilbert space with fractional Gaussian noise in the singular case $Hin (0,1/2)$ is given. The stochastic integral is understood in the Skorokhod sense.

  • Czech name

  • Czech description

Classification

  • Type

    J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

  • 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

  • Name of the periodical

    Acta Universitatis Carolinae - Mathematica et Physica

  • ISSN

    0001-7140

  • e-ISSN

  • Volume of the periodical

    51

  • Issue of the periodical within the volume

    2

  • Country of publishing house

    CZ - CZECH REPUBLIC

  • Number of pages

    19

  • Pages from-to

    49-67

  • UT code for WoS article

  • EID of the result in the Scopus database