• 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
  • Pages
    -185
  • From page
    186
  • To page
    0
  • 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
  • Serial Year
    2003
  • Journal title
    PROBABILITY THEORY AND RELATED FIELDS
  • Record number

    73158