Fractional Bilinear Stochastic Equations with the Drift in the First Fractional Chaos

DOI10.1081/SAP-200026448zbMath1067.60031MaRDI QIDQ3158176

Constantin Tudor

Publication date: 20 January 2005

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

fractional Brownian motionmultiple fractional integrals

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic integral equations (60H20)

Related Items (3)

Stochastic differential equations driven by fractional Brownian motions ⋮ Stochastic heat equation with multiplicative fractional-colored noise ⋮ Stochastic heat equation driven by fractional noise and local time

Cites Work

• Unnamed Item
• Stochastic and multiple Wiener integrals for Gaussian processes
• Stochastic analysis of the fractional Brownian motion
• An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions
• Linear stochastic differential equations and Wick products
• Large deviations for a class of chaos expansions
• Are classes of deterministic integrands for fractional Brownian motion on an interval complete?
• Multiple fractional integrals
• Signal detection in fractional Gaussian noise
• Stochastic Calculus for Fractional Brownian Motion I. Theory

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