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Semilinear stochastic equations in a Hilbert space with a fractional Brownian motion
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SYSNO ASEP 0336479 Document Type J - Journal Article R&D Document Type Journal Article Subsidiary J Článek ve WOS Title Semilinear stochastic equations in a Hilbert space with a fractional Brownian motion Title Semilineární stochastické rovnice v Hilbertově prostoru s frakcionálním Brownovým pohybem Author(s) Duncan, T. E. (US)
Maslowski, Bohdan (MU-W) SAI
Pasik-Duncan, B. (US)Source Title SIAM Journal on Mathematical Analysis. - : SIAM Society for Industrial and Applied Mathematics - ISSN 0036-1410
Roč. 40, č. 6 (2009), s. 2286-2315Number of pages 30 s. Language eng - English Country US - United States Keywords semilinear stochastic equations ; fractional Brownian motion ; stochastic partial differential equations ; absolute continuity of measures Subject RIV BA - General Mathematics R&D Projects GA201/07/0237 GA ČR - Czech Science Foundation (CSF) CEZ AV0Z10190503 - MU-W (2005-2011) UT WOS 000265778800006 DOI 10.1137/08071764X Annotation The solutions of a family of semilinear stochastic equations in a Hilbert space with a fractional Brownian motion are investigated. The weak solutions are obtained by a measure transformation that verifies absolute continuity with respect to the measure for the solution of the associated linear equation. Workplace Mathematical Institute Contact Jarmila Štruncová, struncova@math.cas.cz, library@math.cas.cz, Tel.: 222 090 757 Year of Publishing 2010
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