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Continuity with respect to the Hurst parameter of solutions to stochastic evolution equations driven by <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" display="inline" id="d1e22" altimg="si2.svg"><mml:mi>H</mml:mi></mml:math>-valued fractional Brownian motion
Continuity with respect to the Hurst parameter of solutions to stochastic evolution equations driven by <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" display="inline" id="d1e22" altimg="si2.svg"><mml:mi>H</mml:mi></mml:math>-valued fractional Brownian motion
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Date
2023
Authors
Nguyen Huy Tuan
Tomás Caraballo
Tran Ngoc Thach
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Abstract
"stochastic evolution equations is studied. Compared with recent studies on such
continuity property, the model here is considered in a different point of view in
which the equations are of SPDEs type, the solution and the fractional Brownian
motion take value on a Hilbert space. The main contribution is to investigate the
existence and stability of the solution with respect to the Hurst index in the space
C([0, T];L2(Ω,H))."
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Keywords
"Evolution equations,
Fractional Brownian motion,
Hurst parameter,
Continuity"