Stochastic evolution equations with Volterra noise
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DOI: 10.1016/j.spa.2016.07.003
Abstract: Volterra processes are continuous stochastic processes whose covariance function can be written in the form R(s,t)=∫0s∧tK(s,r)K(t,r)dr, where K is a suitable square integrable kernel. Examples of such processes are the fractional Brownian motion, multifractional Brownian… read more here.
Keywords: volterra processes; evolution equations; equations volterra; volterra ... See more keywords