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
AbstractIn this article we develop an existence and uniqueness theory of variational solutions for a...
Abstract. Existence of a weak solution to the n-dimensional system of stochastic dif-ferential equat...
International audienceIn a previous paper, we studied the ergodic properties of an Euler scheme of a...
summary:A stochastic affine evolution equation with bilinear noise term is studied, where the drivin...
Title: Stochastic evolution equations with multiplicative fractional noise Author: Jana Šnupárková D...
An existence and uniqueness theorem is proved for a quasilinear stochastic evolution equation with a...
The present work describes the relation between solutions of a special kind of nonlinear stochastic ...
Stochastic Evolution Equations Petr Čoupek Doctoral Thesis Abstract Linear stochastic evolution equa...
AbstractIn this paper, some explicit solutions are given for stochastic differential equations in a ...
In this paper, we prove the existence of strong solutions to an stochastic differential equation wit...
Röckner M, Zhu R, Zhu X. Local existence and non-explosion of solutions for stochastic fractional pa...
The partial derivatives with respect to time and the fractional Brown-ian motion of a particular cla...
This study is concerned with the stochastic fractional diffusion and diffusion-wave equations driven...
Abstract. For a fractional stochastic differential equation in a Hilbert space with white noise of t...
We present a white noise calculus for d-parameter fractional Brownian motion B-H (x, omega); x is an...
AbstractIn this article we develop an existence and uniqueness theory of variational solutions for a...
Abstract. Existence of a weak solution to the n-dimensional system of stochastic dif-ferential equat...
International audienceIn a previous paper, we studied the ergodic properties of an Euler scheme of a...
summary:A stochastic affine evolution equation with bilinear noise term is studied, where the drivin...
Title: Stochastic evolution equations with multiplicative fractional noise Author: Jana Šnupárková D...
An existence and uniqueness theorem is proved for a quasilinear stochastic evolution equation with a...
The present work describes the relation between solutions of a special kind of nonlinear stochastic ...
Stochastic Evolution Equations Petr Čoupek Doctoral Thesis Abstract Linear stochastic evolution equa...
AbstractIn this paper, some explicit solutions are given for stochastic differential equations in a ...
In this paper, we prove the existence of strong solutions to an stochastic differential equation wit...
Röckner M, Zhu R, Zhu X. Local existence and non-explosion of solutions for stochastic fractional pa...
The partial derivatives with respect to time and the fractional Brown-ian motion of a particular cla...
This study is concerned with the stochastic fractional diffusion and diffusion-wave equations driven...
Abstract. For a fractional stochastic differential equation in a Hilbert space with white noise of t...
We present a white noise calculus for d-parameter fractional Brownian motion B-H (x, omega); x is an...
AbstractIn this article we develop an existence and uniqueness theory of variational solutions for a...
Abstract. Existence of a weak solution to the n-dimensional system of stochastic dif-ferential equat...
International audienceIn a previous paper, we studied the ergodic properties of an Euler scheme of a...
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