Stochastic affine evolution equations with multiplicative fractional noise
Probability
2017-04-13 v3
Abstract
A stochastic affine evolution equation with bilinear noise term is studied where the driving process is a real-valued fractional Brownian motion. Stochastic integration is understood in the Skorokhod sense. Existence and uniqueness of weak solution is proved and some results on the large time dynamics are obtained
Cite
@article{arxiv.1609.00582,
title = {Stochastic affine evolution equations with multiplicative fractional noise},
author = {Bohdan Maslowski and Jana Šnupárková},
journal= {arXiv preprint arXiv:1609.00582},
year = {2017}
}