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Artículo
On terminal value problems for bi-parabolic equations driven by Wiener process and fractional Brownian motions
(IOS Press, 2021-06-09)
In this paper, we study two terminal value problems (TVPs) for stochastic bi-parabolic equations perturbed by standard Brownian motion and fractional Brownian motion with Hurst parameter h ∈ ( 1/2 , 1) separately. For each ...
Artículo
Transportation inequalities for coupled systems of stochastic delay evolution equations with a fractional Brownian motion
(Taylor and Francis Online, 2021-02-17)
We prove an existence and uniqueness result of mild solution for a system of stochastic semilinear differential equations with fractional Brownian motions and Hurst parameter H < 1/2. Our approach is based on Perov’s fixed ...
Artículo
Continuity with respect to the Hurst parameter of solutions to stochastic evolution equations driven by H-valued fractional Brownian motion
(ScienceDirect, 2023-03-29)
In this work, the continuity with respect to the Hurst parameter of solutions to stochastic evolution equations is studied. Compared with recent studies on such continuity property, the model here is considered in a different ...