Stochastic evolution equations with fractional Brownian motion
成果类型：
Article
署名作者：
Tindel, S; Tudor, CA; Viens, E
署名单位：
Universite Paris 13; Sorbonne Universite; Purdue University System; Purdue University; Purdue University System; Purdue University
刊物名称：
PROBABILITY THEORY AND RELATED FIELDS
ISSN/ISSBN：
0178-8051
DOI：
10.1007/s00440-003-0282-2
发表日期：
2003
页码：
186-204
关键词：
摘要：
In this paper linear stochastic evolution equations driven by infinite-dimensional fractional Brownian motion are studied. A necessary and sufficient condition for the existence and uniqueness of the solution is established and the spatial regularity of the solution is analyzed; separate proofs are required for the cases of Hurst parameter above and below 1/2. The particular case of the Laplacian on the circle is discussed in detail.
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