Add to ORKGTitle: Stochastic evolution equations with multiplicative fractional noise Author: Jana Šnupárková Departement: Department of Probability and Mathematical Statistics Supervisor: prof. RNDr. Bohdan Maslowski, DrSc. Supervisor's e-mail address: maslow@karlin.mff.cuni.cz Abstract: The fractional Gaussian noise is a formal derivative of a fractional Brownian motion with Hurst parameter H ∈ (0, 1). An explicit formula for a solution to stochastic differential equations with a multiplicative fractional Gaussian noise in a separable Hilbert space is given. The large time behaviour of the solution is studied. In addition, equations of this type with a nonlinear perturbation of a drift part are investigated in the case H > 1/2. Keywords: Fractional ...
This is the published version, also available here: http://dx.doi.org/10.1137/08071764X.The solution...
Stochastic analysis with respect to fractional Brownian motion. Fractional Brownian motion (fBM for ...
We investigate the problem of the rate of convergence to equilibrium for ergodic stochastic differen...
Title: Stochastic evolution equations with multiplicative fractional noise Author: Jana Šnupárková D...
AbstractIn this paper, some explicit solutions are given for stochastic differential equations in a ...
Abstract: A fractional Gaussian noise is used in a stochastic differential equation in a Hilbert spa...
summary:A stochastic affine evolution equation with bilinear noise term is studied, where the drivin...
The present work describes the relation between solutions of a special kind of nonlinear stochastic ...
summary:Existence of a weak solution to the $n$-dimensional system of stochastic differential equati...
Three types of stochastic partial differential equations are studied in this dissertation. We prove ...
International audienceIn a previous paper, we studied the ergodic properties of an Euler scheme of a...
Stochastic Evolution Equations Petr Čoupek Doctoral Thesis Abstract Linear stochastic evolution equa...
In this paper, we prove the existence of strong solutions to an stochastic differential equation wit...
Abstract. Existence of a weak solution to the n-dimensional system of stochastic dif-ferential equat...
This is the published version, also available here: http://dx.doi.org/10.1137/08071764X.The solution...
Stochastic analysis with respect to fractional Brownian motion. Fractional Brownian motion (fBM for ...
We investigate the problem of the rate of convergence to equilibrium for ergodic stochastic differen...
Title: Stochastic evolution equations with multiplicative fractional noise Author: Jana Šnupárková D...
AbstractIn this paper, some explicit solutions are given for stochastic differential equations in a ...
Abstract: A fractional Gaussian noise is used in a stochastic differential equation in a Hilbert spa...
summary:A stochastic affine evolution equation with bilinear noise term is studied, where the drivin...
The present work describes the relation between solutions of a special kind of nonlinear stochastic ...
summary:Existence of a weak solution to the $n$-dimensional system of stochastic differential equati...
Three types of stochastic partial differential equations are studied in this dissertation. We prove ...
International audienceIn a previous paper, we studied the ergodic properties of an Euler scheme of a...
Stochastic Evolution Equations Petr Čoupek Doctoral Thesis Abstract Linear stochastic evolution equa...
In this paper, we prove the existence of strong solutions to an stochastic differential equation wit...
Abstract. Existence of a weak solution to the n-dimensional system of stochastic dif-ferential equat...
This is the published version, also available here: http://dx.doi.org/10.1137/08071764X.The solution...
Stochastic analysis with respect to fractional Brownian motion. Fractional Brownian motion (fBM for ...
We investigate the problem of the rate of convergence to equilibrium for ergodic stochastic differen...