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A parabolic stochastic differential equation with fractional Brownian motion input

Published:1999-02 Issue:4 Volume:41 Page:337-346
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Grecksch W.,Anh V.V.

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference8 articles.

1. Stochastic Equations in Infinite Dimensions;Da Prato,1992

2. Stochastic evolution equations;Grecksch,1995

3. Existence and uniqueness theorems for fBm stochastic differential equations;Kleptsyna;J. Inform. Transmission Problems,1998

4. On stochastic evolution equations;Krylov,1979

5. Stochastic analysis of fractional Brownian motions;Lin;Stochastics Stochastics Rep.,1995

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