15 research outputs found
L\'evy-areas of Ornstein-Uhlenbeck processes in Hilbert-spaces
Full text linkIn this paper we investigate the existence and some useful properties of the
L\'evy areas of Ornstein-Uhlenbeck processes associated to Hilbert-space-valued
fractional Brownian-motions with Hurst parameter . We prove
that this stochastic area has a H\"older-continuous version with sufficiently
large H\"older-exponent and that can be approximated by smooth areas. In
addition, we prove the stationarity of this area.Comment: 18 page
Setvalued Dynamical Systems for Stochastic Evolution Equations Driven by Fractional Noise
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Exponential behavior and upper noise excitation index of solutions to evolution equations with unbounded delay and tempered fractional Brownian motions
No full textAn M-estimator for stochastic differential equations driven by fractional Brownian motion with small Hurst parameter
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Approximate controllability for mild solution of time-fractional Navier–Stokes equations with delay
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Global consortium for the classification of fungi and fungus-like taxa
No full textInternational audienc
