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dc.contributor.editorSadovnichiy, Victor A.es
dc.contributor.editorZgurovsky, Mikhail Z.es
dc.creatorGarrido Atienza, María Josées
dc.creatorLu, Keninges
dc.creatorSchmalfuss, Björnes
dc.date.accessioned2016-10-27T07:48:08Z
dc.date.available2016-10-27T07:48:08Z
dc.date.issued2015
dc.identifier.isbn9783319190747es
dc.identifier.isbn9783319190754es
dc.identifier.issn2198-4182es
dc.identifier.urihttp://hdl.handle.net/11441/48207
dc.description.abstractIn 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.formatapplication/pdfes
dc.language.isoenges
dc.publisherSpringeres
dc.relation.ispartofContinuous and distributed systems II: theory and applicationses
dc.rightsAttribution-NonCommercial-NoDerivatives 4.0 Internacional*
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/*
dc.subjectStochastic PDEses
dc.subjectHilbert-valued fractional Brownian motiones
dc.subjectPathwise solutiones
dc.titleLévy-areas of Ornstein-Uhlenbeck processes in Hilbert-spaceses
dc.typeinfo:eu-repo/semantics/bookPartes
dcterms.identifierhttps://ror.org/03yxnpp24
dc.type.versioninfo:eu-repo/semantics/submittedVersiones
dc.rights.accessRightsinfo:eu-repo/semantics/openAccesses
dc.contributor.affiliationUniversidad de Sevilla. Departamento de Ecuaciones Diferenciales y Análisis Numéricoes
dc.relation.publisherversionhttp://link.springer.com/chapter/10.1007/978-3-319-19075-4_10es
dc.identifier.doi10.1007/978-3-319-19075-4_10es
dc.contributor.groupUniversidad de Sevilla. FQM314: Análisis Estocástico de Sistemas Diferencialeses
idus.format.extent18 p.es
dc.publication.initialPage167es
dc.publication.endPage188es
dc.relation.publicationplaceChames
dc.identifier.idushttps://idus.us.es/xmlui/handle/11441/48207

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Attribution-NonCommercial-NoDerivatives 4.0 Internacional
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