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Stochastic equations in Hilbert space with a multiplicative fractional Gaussian noise
9 references·4 citing·31 second hop
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References

  • 1968Fractional Brownian Motions, Fractional Noises and Applications7,658 cited
  • 1963The Variation of Certain Speculative Prices4,851 cited
  • 1997The variation of certain speculative prices4,468 cited
  • 1998Integration with respect to fractal functions and stochastic calculus. I589 cited
  • 2000Stochastic Calculus for Fractional Brownian Motion I. Theory571 cited
  • 2003Stochastic evolution equations with fractional Brownian motion230 cited
  • 2003Stochastic integration with respect to fractional brownian motion230 cited
  • 2003Stochastic integration with respect to the fractional Brownian motion228 cited
  • 2001Heat Equations with Fractional White Noise Potentials101 cited

Cited by

  • 2006STOCHASTIC INTEGRATION FOR FRACTIONAL BROWNIAN MOTION IN A HILBERT SPACE52 cited
  • 2006Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems44 cited
  • 2013Almost sure and moment stability properties of fractional order Black-Scholes model31 cited
  • 2019Wong–Zakai approximation for the stochastic Landau–Lifshitz–Gilbert equations29 cited

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