Add to ORKGAbstract: In this paper we study ergodicity of stochastic equations in Hilbert spaces driven by fractional Brownian motion. We present the existence and ergodicity of the strictly stationary solution and ergodicity of an arbitrary solution. Obtained results are applicable to the parameter (especially the drift) estimates based on an observation of the solution
We investigate the problem of the rate of convergence to equilibrium for ergodic stochastic differen...
In a previous paper, we studied the ergodic properties of an Euler scheme of a stochastic differenti...
Stochastic Evolution Equations Petr Čoupek Doctoral Thesis Abstract Linear stochastic evolution equa...
We study the ergodic properties of finite-dimensional systems of SDEs driven by non-degenerate addit...
We demonstrate that stochastic differential equations (SDEs) driven by fractional Brownian motion wi...
We develop a theory of ergodicity for a class of random dynamical systems where the driving noise is...
We develop a theory of ergodicity for a class of random dynamical systems where the driving noise is...
Abstract. In this paper we study the existence and uniqueness of a class of stochastic differential ...
An existence and uniqueness theorem is proved for a quasilinear stochastic evolution equation with a...
In the Thesis, linear stochastic differential equations in a Hilbert space driven by a cylindrical f...
AbstractIn this paper, some explicit solutions are given for stochastic differential equations in a ...
We study a fairly general class of time-homogeneous stochastic evolutions driven by noises that are ...
We prove the existence and uniqueness of invariant measures for the fractional stochastic Burgers eq...
In this thesis, we prove the Hörmander’s theorem for a stochastic evolution equation driven by a tra...
Dans cette thèse, nous nous intéressons à trois problèmes en lien avec l'ergodicité de dynamiques al...
We investigate the problem of the rate of convergence to equilibrium for ergodic stochastic differen...
In a previous paper, we studied the ergodic properties of an Euler scheme of a stochastic differenti...
Stochastic Evolution Equations Petr Čoupek Doctoral Thesis Abstract Linear stochastic evolution equa...
We study the ergodic properties of finite-dimensional systems of SDEs driven by non-degenerate addit...
We demonstrate that stochastic differential equations (SDEs) driven by fractional Brownian motion wi...
We develop a theory of ergodicity for a class of random dynamical systems where the driving noise is...
We develop a theory of ergodicity for a class of random dynamical systems where the driving noise is...
Abstract. In this paper we study the existence and uniqueness of a class of stochastic differential ...
An existence and uniqueness theorem is proved for a quasilinear stochastic evolution equation with a...
In the Thesis, linear stochastic differential equations in a Hilbert space driven by a cylindrical f...
AbstractIn this paper, some explicit solutions are given for stochastic differential equations in a ...
We study a fairly general class of time-homogeneous stochastic evolutions driven by noises that are ...
We prove the existence and uniqueness of invariant measures for the fractional stochastic Burgers eq...
In this thesis, we prove the Hörmander’s theorem for a stochastic evolution equation driven by a tra...
Dans cette thèse, nous nous intéressons à trois problèmes en lien avec l'ergodicité de dynamiques al...
We investigate the problem of the rate of convergence to equilibrium for ergodic stochastic differen...
In a previous paper, we studied the ergodic properties of an Euler scheme of a stochastic differenti...
Stochastic Evolution Equations Petr Čoupek Doctoral Thesis Abstract Linear stochastic evolution equa...