| Title:
|
Stochastic affine evolution equations with multiplicative fractional noise (English) |
| Author:
|
Maslowski, Bohdan |
| Author:
|
Šnupárková, Jana |
| Language:
|
English |
| Journal:
|
Applications of Mathematics |
| ISSN:
|
0862-7940 (print) |
| ISSN:
|
1572-9109 (online) |
| Volume:
|
63 |
| Issue:
|
1 |
| Year:
|
2018 |
| Pages:
|
7-35 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
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. (English) |
| Keyword:
|
geometric fractional Brownian motion |
| Keyword:
|
stochastic differential equations in Hilbert space |
| Keyword:
|
stochastic bilinear equation |
| MSC:
|
60G22 |
| MSC:
|
60H15 |
| idZBL:
|
Zbl 06861540 |
| idMR:
|
MR3763980 |
| DOI:
|
10.21136/AM.2018.0036-17 |
| . |
| Date available:
|
2018-03-13T06:24:35Z |
| Last updated:
|
2020-07-06 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/147112 |
| . |
| Reference:
|
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