EPISODE · May 16, 2007 · 44 MIN
10 - Stochastic equations driven by fractional noise in infinite dimensions - Bohdan MASLOWSKI
from Conference Stochastic Dynamics (SAMOS, 2007) · host UP1 Service TICe
Some recently obtained results on (fBm)- driven linear and semilinear stochastic equations in infinite dimensional state spaces are reviewed. Regularity of the fractional Ornstein-Uhlenbeck process is studied and some results on large time behaviour are given (existence and ergodicity of stationary solutions, random fixed points) in the linear and semilinear case. The absolute continuity of measures induced by solutions is also studied. Bohdan MASLOWSKI. Academy of sciences of the Czech Republic. Document associé : support de présentation : http://epi.univ-paris1.fr/servlet/com.univ.collaboratif.utils.LectureFichiergw?CODE_FICHIER=1182790040320 (pdf) Bande son disponible au format mp3 Durée : 45 mn
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10 - Stochastic equations driven by fractional noise in infinite dimensions - Bohdan MASLOWSKI
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