Stochastic Affine Evolution Equations with Multiplicative Fractional Noise

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F18%3A10384273" target="_blank" >RIV/00216208:11320/18:10384273 - isvavai.cz</a>
Alternative codes found
RIV/60461373:22340/18:43915479
Result on the web
<a href="https://doi.org/10.21136/AM.2018.0036-17" target="_blank" >https://doi.org/10.21136/AM.2018.0036-17</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.21136/AM.2018.0036-17" target="_blank" >10.21136/AM.2018.0036-17</a>

Result language
angličtina
Original language name
Stochastic Affine Evolution Equations with Multiplicative Fractional Noise
Original language description
A stochastic affine evolution equation with bilinear noise term is studied, where the driving process is a real-valued fractional Brownian motion with Hurst parameter greater than 1/2. Stochastic integration is understood in the Skorokhod sense. The existence and uniqueness of weak solution is proved and some results on the large time dynamics are obtained.
Czech name
—
Czech description
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Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
—
OECD FORD branch
10103 - Statistics and probability

Project
<a href="/en/project/GA15-08819S" target="_blank" >GA15-08819S: Stochastic Processes in Infinite Dimensional Spaces</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2018
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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