Cylindrical fractional Brownian motion in Banach spaces

DOI10.1016/j.spa.2014.05.010zbMath1296.60093arXiv1307.4992OpenAlexW2075841206WikidataQ57949994 ScholiaQ57949994MaRDI QIDQ404580

Markus Riedle, Elena Issoglio

Publication date: 4 September 2014

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

Full work available at URL: https://arxiv.org/abs/1307.4992

zbMATH Keywords

stochastic partial differential equationscylindrical measuresstochastic integration in Banach spacesfractional Ornstein-Uhlenbeck process\(\gamma\)-radonifyingcylindrical fractional Brownian motion

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

Related Items (3)

Semimartingales on duals of nuclear spaces ⋮ \(\mathbb{L}^p\)-solutions of deterministic and stochastic convective Brinkman-Forchheimer equations ⋮ Stochastic integration with respect to fractional processes in Banach spaces

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