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Capítulo de Libro
Lévy-areas of Ornstein-Uhlenbeck processes in Hilbert-spaces
dc.contributor.editor | Sadovnichiy, Victor A. | es |
dc.contributor.editor | Zgurovsky, Mikhail Z. | es |
dc.creator | Garrido Atienza, María José | es |
dc.creator | Lu, Kening | es |
dc.creator | Schmalfuss, Björn | es |
dc.date.accessioned | 2016-10-27T07:48:08Z | |
dc.date.available | 2016-10-27T07:48:08Z | |
dc.date.issued | 2015 | |
dc.identifier.isbn | 9783319190747 | es |
dc.identifier.isbn | 9783319190754 | es |
dc.identifier.issn | 2198-4182 | es |
dc.identifier.uri | http://hdl.handle.net/11441/48207 | |
dc.description.abstract | In this paper we investigate the existence and some useful properties of the Lévy areas of Ornstein-Uhlenbeck processes associated to Hilbert-space-valued fractional Brownian-motions with Hurst parameter H ∈ (1/3, 1/2]. We prove that this stochastic area has a Hölder-continuous version with sufficiently large Hölder-exponent and that can be approximated by smooth areas. In addition, we prove the stationarity of this area. | es |
dc.format | application/pdf | es |
dc.language.iso | eng | es |
dc.publisher | Springer | es |
dc.relation.ispartof | Continuous and distributed systems II: theory and applications | es |
dc.rights | Attribution-NonCommercial-NoDerivatives 4.0 Internacional | * |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/4.0/ | * |
dc.subject | Stochastic PDEs | es |
dc.subject | Hilbert-valued fractional Brownian motion | es |
dc.subject | Pathwise solution | es |
dc.title | Lévy-areas of Ornstein-Uhlenbeck processes in Hilbert-spaces | es |
dc.type | info:eu-repo/semantics/bookPart | es |
dcterms.identifier | https://ror.org/03yxnpp24 | |
dc.type.version | info:eu-repo/semantics/submittedVersion | es |
dc.rights.accessRights | info:eu-repo/semantics/openAccess | es |
dc.contributor.affiliation | Universidad de Sevilla. Departamento de Ecuaciones Diferenciales y Análisis Numérico | es |
dc.relation.publisherversion | http://link.springer.com/chapter/10.1007/978-3-319-19075-4_10 | es |
dc.identifier.doi | 10.1007/978-3-319-19075-4_10 | es |
dc.contributor.group | Universidad de Sevilla. FQM314: Análisis Estocástico de Sistemas Diferenciales | es |
idus.format.extent | 18 p. | es |
dc.publication.initialPage | 167 | es |
dc.publication.endPage | 188 | es |
dc.relation.publicationplace | Cham | es |
dc.identifier.idus | https://idus.us.es/xmlui/handle/11441/48207 |
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