Evolution equations driven by a fractional Brownian motion

[1]  L. Coutin,et al.  Stochastic integration with respect to fractional brownian motion , 2003 .

[2]  B. Pasik-Duncan,et al.  FRACTIONAL BROWNIAN MOTION AND STOCHASTIC EQUATIONS IN HILBERT SPACES , 2002 .

[3]  Laure Coutin,et al.  Stochastic analysis, rough path analysis and fractional Brownian motions , 2002 .

[4]  D. Nualart,et al.  Differential equations driven by fractional Brownian motion , 2002 .

[5]  O. Mazet,et al.  Stochastic Calculus with Respect to Gaussian Processes , 2001 .

[6]  Yaozhong Hu Heat Equations with Fractional White Noise Potentials , 2001 .

[7]  Stochastic differential equations for fractional Brownian motions , 2000 .

[8]  O. Mazet,et al.  Stochastic calculus with respect to fractional Brownian motion , 2006 .

[9]  B. Pasik-Duncan,et al.  Stochastic Calculus for Fractional Brownian Motion I. Theory , 2000, SIAM J. Control. Optim..

[10]  D. Feyel,et al.  On Fractional Brownian Processes , 1999 .

[11]  R. Manthey,et al.  Stochastic evolution equations in , 1999 .

[12]  L. Decreusefond,et al.  Stochastic Analysis of the Fractional Brownian Motion , 1999 .

[13]  V. Anh,et al.  A parabolic stochastic differential equation with fractional Brownian motion input , 1999 .

[14]  Terry Lyons Di erential equations driven by rough signals , 1998 .

[15]  M. Zähle Integration with respect to fractal functions and stochastic calculus. I , 1998 .

[16]  Jerzy Zabczyk,et al.  Stochastic evolution equations with a spatially homogeneous Wiener process , 1997 .

[17]  C. C. Heyde,et al.  Itô's formula with respect to fractional Brownian motion and its application , 1996 .

[18]  S. J. Lin,et al.  Stochastic analysis of fractional brownian motions , 1995 .

[19]  Walter Willinger,et al.  On the self-similar nature of Ethernet traffic , 1993, SIGCOMM '93.

[20]  Terry Lyons,et al.  DIFFERENTIAL EQUATIONS DRIVEN BY ROUGH SIGNALS (I): AN EXTENSION OF AN INEQUALITY OF L. C. YOUNG , 1994 .

[21]  O. Marichev,et al.  Fractional Integrals and Derivatives: Theory and Applications , 1993 .

[22]  Maria Giovanna Garroni,et al.  Green Functions for Second Order Parabolic Integro-Differential Problems , 1993 .

[23]  Jan Seidler Da Prato-Zabczyk's maximal inequality revisited. I. , 1993 .

[24]  A. Pełczyński,et al.  On the existence of a fundamental total and bounded biorthogonal sequence in every separable Banach space, and related constructions of uniformly bounded orthonormal systems in L² , 1975 .

[25]  B. Mandelbrot,et al.  Fractional Brownian Motions, Fractional Noises and Applications , 1968 .

[26]  S. Agmon Lectures on Elliptic Boundary Value Problems , 1965 .

[27]  B. Mandelbrot The Variation of Certain Speculative Prices , 1963 .

[28]  L. C. Young,et al.  An inequality of the Hölder type, connected with Stieltjes integration , 1936 .