On a Class of Measure-Dependent Stochastic Evolution Equations Driven by fBm | Zendy

Eduardo Hernández | Zendy; David N. Keck | Zendy; Mark A. McKibben | Zendy

AI Assistant Blog Pricing

Home ZAIA Blog

Open Access

On a Class of Measure-Dependent Stochastic Evolution Equations Driven by fBm

Author(s) -

Eduardo Hernández,

David N. Keck,

Mark A. McKibben

Publication year - 2007

Publication title -

journal of applied mathematics and stochastic analysis

Language(s) - English

Resource type - Journals

eISSN - 1687-2177

pISSN - 1048-9533

DOI - 10.1155/2007/69747

Subject(s) - mathematics , uniqueness , fractional brownian motion , class (philosophy) , measure (data warehouse) , hilbert space , brownian motion , separable space , convergence (economics) , probability measure , mathematical analysis , weak convergence , space (punctuation) , statistical physics , statistics , linguistics , philosophy , physics , computer security , database , artificial intelligence , computer science , economics , asset (computer security) , economic growth

We investigate a class of abstract stochastic evolution equations driven by a fractional Brownian motion (fBm) dependent upon a family of probability measures in a real separable Hilbert space. We establish the existence and uniqueness of a mild solution, a continuous dependence estimate, and various convergence and approximation results. Finally, the analysis of three examples is provided to illustrate the applicability of the general theory

The content you want is available to Zendy users.

Already have an account? Click here to sign in.

Having issues? You can contact us here

Accelerating Research