Lévy–Areas of Ornstein–Uhlenbeck Processes in Hilbert–Spaces

DOI10.1007/978-3-319-19075-4_10zbMath1335.60082arXiv1411.4765OpenAlexW1919898320MaRDI QIDQ2803691

Kening Lu, Björn Schmalfuss, María J. Garrido-Atienza

Publication date: 2 May 2016

Published in: Studies in Systems, Decision and Control (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1411.4765

Mathematics Subject Classification ID

Diffusion processes (60J60) Sample path properties (60G17) Stochastic integrals (60H05)

Related Items (6)

Unstable manifolds for rough evolution equations ⋮ Global solutions and random dynamical systems for rough evolution equations ⋮ Pathwise solution to rough stochastic lattice dynamical system driven by fractional noise ⋮ Random Dynamical Systems for Stochastic Evolution Equations Driven by Multiplicative Fractional Brownian Noise with Hurst Parameters $H{\in} (1/3,1/2$] ⋮ Local mild solutions for rough stochastic partial differential equations ⋮ Local pathwise solutions to stochastic evolution equations driven by fractional Brownian motions with Hurst parameters \(H\in (1/3,1/2\)]

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