Abstract. For a fractional stochastic differential equation in a Hilbert space with white noise of the Balakrishnan type, existence and uniqueness theorems for solutions are established. The correlation operator of the stochastic solution is calculated. The results obtained are used in digital signal processing in space communication systems and in the analysis of the profitability of securities
This thesis extends the existing results in the theory of random dynamical systems driven by fractio...
We develop a white noise framework and the theory of stochastic distribution spaces for Hilbert spac...
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...
AbstractIn this paper, some explicit solutions are given for stochastic differential equations in a ...
AbstractWe study the existence and uniqueness of the global mild solution for a stochastic fractiona...
We present a white noise calculus for d-parameter fractional Brownian motion B-H (x, omega); x is an...
International audienceIn this paper we study a class of stochastic partial differential equations in...
Stochastic Evolution Equations Petr Čoupek Doctoral Thesis Abstract Linear stochastic evolution equa...
This study is concerned with the stochastic fractional diffusion and diffusion-wave equations driven...
summary:A stochastic affine evolution equation with bilinear noise term is studied, where the drivin...
International audienceExistence, uniqueness and regularity of the trajectories of mild solutions of ...
Impact of correlated noises on dynamical systems is investigated by considering Fokker-Planck type e...
Existence, uniqueness and regularity of the trajectories of mild solutions of one-dimensional nonlin...
AbstractExistence, uniqueness and regularity of the trajectories of mild solutions of one-dimensiona...
This thesis extends the existing results in the theory of random dynamical systems driven by fractio...
We develop a white noise framework and the theory of stochastic distribution spaces for Hilbert spac...
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...
AbstractIn this paper, some explicit solutions are given for stochastic differential equations in a ...
AbstractWe study the existence and uniqueness of the global mild solution for a stochastic fractiona...
We present a white noise calculus for d-parameter fractional Brownian motion B-H (x, omega); x is an...
International audienceIn this paper we study a class of stochastic partial differential equations in...
Stochastic Evolution Equations Petr Čoupek Doctoral Thesis Abstract Linear stochastic evolution equa...
This study is concerned with the stochastic fractional diffusion and diffusion-wave equations driven...
summary:A stochastic affine evolution equation with bilinear noise term is studied, where the drivin...
International audienceExistence, uniqueness and regularity of the trajectories of mild solutions of ...
Impact of correlated noises on dynamical systems is investigated by considering Fokker-Planck type e...
Existence, uniqueness and regularity of the trajectories of mild solutions of one-dimensional nonlin...
AbstractExistence, uniqueness and regularity of the trajectories of mild solutions of one-dimensiona...
This thesis extends the existing results in the theory of random dynamical systems driven by fractio...
We develop a white noise framework and the theory of stochastic distribution spaces for Hilbert spac...
Title: Stochastic evolution equations with multiplicative fractional noise Author: Jana Šnupárková D...