Title of article :
Stochastic evolution equations with fractional Brownian motion
Author/Authors :
Tudor، Joe R. نويسنده , , S. Tindel، نويسنده , , F. Viens، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2003
Abstract :
In this paper linear stochastic evolution equations driven by infinite-dimensional fractional Brownian motion are studied. A necessary and sufficient condition for the existence and uniqueness of the solution is established and the spatial regularity of the solution is analyzed; separate proofs are required for the cases of Hurst parameter above and below 1/2. The particular case of the Laplacian on the circle is discussed in detail.
Keywords :
Stochastic partial differential equation , Hurst parameter , Fractional Brownian motion
Journal title :
PROBABILITY THEORY AND RELATED FIELDS
Journal title :
PROBABILITY THEORY AND RELATED FIELDS