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
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DOI - Digital Object Identifier
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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
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BA - General mathematics
OECD FORD branch
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Result continuities
Project
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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
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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
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EID of the result in the Scopus database
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