Ergodicity and Parameter Estimates for Infinite-Dimensional Fractional Ornstein-Uhlenbeck Process
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Control and Optimization
Link
http://link.springer.com/content/pdf/10.1007/s00245-007-9028-3.pdf
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5. Duncan, T.E., Maslowski, B., Pasik-Duncan, B.: Stochastic equations in Hilbert space with a multiplicative fractional Gaussian noise. Stoch. Process. Appl. 115(8), 1357–1383 (2005)
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