Add to ORKGAbstract: A fractional Gaussian noise is used in a stochastic differential equation in a Hilbert space to model a stochastic distributed parameter system. An explicit solution is given for this stochastic differential equation. Copyright c°2005 IFA
International audienceIn this paper we study a class of stochastic partial differential equations in...
A novel representation of functions, called generalized Taylor form, is applied to the filtering of ...
Abstract In this paper, based on the white noise theory for d-parameter Lévy random fields given by ...
Abstract: The fractional Gaussian noise is used in a stochastic differential equation in a Hilbert s...
AbstractIn this paper, some explicit solutions are given for stochastic differential equations in a ...
Title: Stochastic evolution equations with multiplicative fractional noise Author: Jana Šnupárková D...
Title: Stochastic evolution equations with multiplicative fractional noise Author: Jana Šnupárková D...
We present a white noise calculus for d-parameter fractional Brownian motion B-H (x, omega); x is an...
We study the fractional diffusion in a Gaussian noisy environment as described by the fractional ord...
The present work describes the relation between solutions of a special kind of nonlinear stochastic ...
In a previous paper, we studied the ergodic properties of an Euler scheme of a stochastic differenti...
A novel representation of functions, called generalized Taylor form, is applied to the filtering of ...
This thesis extends the existing results in the theory of random dynamical systems driven by fractio...
Abstract. We study parameter estimation problem for diagonalizable stochastic partial differential e...
We approximate the solution of a quasilinear stochastic partial differential equa-tion driven by fra...
International audienceIn this paper we study a class of stochastic partial differential equations in...
A novel representation of functions, called generalized Taylor form, is applied to the filtering of ...
Abstract In this paper, based on the white noise theory for d-parameter Lévy random fields given by ...
Abstract: The fractional Gaussian noise is used in a stochastic differential equation in a Hilbert s...
AbstractIn this paper, some explicit solutions are given for stochastic differential equations in a ...
Title: Stochastic evolution equations with multiplicative fractional noise Author: Jana Šnupárková D...
Title: Stochastic evolution equations with multiplicative fractional noise Author: Jana Šnupárková D...
We present a white noise calculus for d-parameter fractional Brownian motion B-H (x, omega); x is an...
We study the fractional diffusion in a Gaussian noisy environment as described by the fractional ord...
The present work describes the relation between solutions of a special kind of nonlinear stochastic ...
In a previous paper, we studied the ergodic properties of an Euler scheme of a stochastic differenti...
A novel representation of functions, called generalized Taylor form, is applied to the filtering of ...
This thesis extends the existing results in the theory of random dynamical systems driven by fractio...
Abstract. We study parameter estimation problem for diagonalizable stochastic partial differential e...
We approximate the solution of a quasilinear stochastic partial differential equa-tion driven by fra...
International audienceIn this paper we study a class of stochastic partial differential equations in...
A novel representation of functions, called generalized Taylor form, is applied to the filtering of ...
Abstract In this paper, based on the white noise theory for d-parameter Lévy random fields given by ...