Národní úložiště šedé literatury Nalezeno 1 záznamů.  Hledání trvalo 0.01 vteřin. 
Stochastic Evolution Systems and Their Applications
Rubín, Tomáš ; Maslowski, Bohdan (vedoucí práce) ; Hlubinka, Daniel (oponent)
In the Thesis, linear stochastic differential equations in a Hilbert space driven by a cylindrical fractional Brownian motion with the Hurst parameter in the interval H < 1/2 are considered. Under the conditions on the range of the diffusion coefficient, existence of the mild solution is proved together with measurability and continuity. Existence of a limiting distribution is shown for exponentially stable semigroups. The theory is modified for the case of analytical semigroups. In this case, the conditions for the diffusion coefficient are weakened. The scope of the theory is illustrated on the Heath-Jarrow-Morton model, the wave equation, and the heat equation. 1

Chcete být upozorněni, pokud se objeví nové záznamy odpovídající tomuto dotazu?
Přihlásit se k odběru RSS.