Cylindrical fractional Brownian motion in Banach spaces
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DOI: 10.1016/j.spa.2014.05.010
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References listed on IDEAS
- Grecksch, W. & Anh, V. V., 1999. "A parabolic stochastic differential equation with fractional Brownian motion input," Statistics & Probability Letters, Elsevier, vol. 41(4), pages 337-346, February.
- Riedle, Markus & van Gaans, Onno, 2009. "Stochastic integration for Lévy processes with values in Banach spaces," Stochastic Processes and their Applications, Elsevier, vol. 119(6), pages 1952-1974, June.
- Duncan, T.E. & Maslowski, B. & Pasik-Duncan, B., 2005. "Stochastic equations in Hilbert space with a multiplicative fractional Gaussian noise," Stochastic Processes and their Applications, Elsevier, vol. 115(8), pages 1357-1383, August.
- B. Pasik-Duncan & T. E. Duncan & B. Maslowski, 2006. "Linear Stochastic Equations in a Hilbert Space with a Fractional Brownian Motion," International Series in Operations Research & Management Science, in: Houmin Yan & George Yin & Qing Zhang (ed.), Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems, chapter 0, pages 201-221, Springer.
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Cited by:
- Giacomo Ascione & Enrica Pirozzi, 2021. "Generalized Fractional Calculus for Gompertz-Type Models," Mathematics, MDPI, vol. 9(17), pages 1-32, September.
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Keywords
Cylindrical fractional Brownian motion; Stochastic integration in Banach spaces; Stochastic partial differential equations; Fractional Ornstein–Uhlenbeck process; γ-radonifying; Cylindrical measures;All these keywords.
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