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 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...
In this thesis, we prove the Hörmander’s theorem for a stochastic evolution equation driven by a tra...
We study the ergodic properties of finite-dimensional systems of SDEs driven by non-degenerate addit...
We study the ergodic properties of finite-dimensional systems of SDEs driven by nondegenerate additi...
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...
We demonstrate that stochastic differential equations (SDEs) driven by fractional Brownian motion wi...
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...
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...
In this thesis, we prove the Hörmander’s theorem for a stochastic evolution equation driven by a tra...
We study the ergodic properties of finite-dimensional systems of SDEs driven by non-degenerate addit...
We study the ergodic properties of finite-dimensional systems of SDEs driven by nondegenerate additi...
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...
We demonstrate that stochastic differential equations (SDEs) driven by fractional Brownian motion wi...
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...
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...
In this thesis, we prove the Hörmander’s theorem for a stochastic evolution equation driven by a tra...