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Cylindrical Fractional Brownian Motion in Banach Spaces

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Cylindrical Fractional Brownian Motion in Banach Spaces. / Issoglio, Elena; Riedle, Markus.

In: Stochastic Processes and Their Applications, Vol. 124, No. 11, 11.2014, p. 3507-3534.

Research output: Contribution to journalArticlepeer-review

Harvard

Issoglio, E & Riedle, M 2014, 'Cylindrical Fractional Brownian Motion in Banach Spaces', Stochastic Processes and Their Applications, vol. 124, no. 11, pp. 3507-3534. https://doi.org/10.1016/j.spa.2014.05.010

APA

Issoglio, E., & Riedle, M. (2014). Cylindrical Fractional Brownian Motion in Banach Spaces. Stochastic Processes and Their Applications, 124(11), 3507-3534. https://doi.org/10.1016/j.spa.2014.05.010

Vancouver

Issoglio E, Riedle M. Cylindrical Fractional Brownian Motion in Banach Spaces. Stochastic Processes and Their Applications. 2014 Nov;124(11):3507-3534. https://doi.org/10.1016/j.spa.2014.05.010

Author

Issoglio, Elena ; Riedle, Markus. / Cylindrical Fractional Brownian Motion in Banach Spaces. In: Stochastic Processes and Their Applications. 2014 ; Vol. 124, No. 11. pp. 3507-3534.

Bibtex Download

@article{f31244fe47d44df6b3148407a67c34a5,
title = "Cylindrical Fractional Brownian Motion in Banach Spaces",
abstract = "In this article we introduce cylindrical fractional Brownian motions in Banach spaces and develop the related stochastic integration theory. Here a cylindrical fractional Brownian motion is understood in the classical framework of cylindrical random variables and cylindrical measures. The developed stochastic integral for deterministic operator valued integrands is based on a series representation of the cylindrical fractional Brownian motion, which is analogous to the Karhunen-Lo\`eve expansion for genuine stochastic processes. In the last part we apply our results to study the abstract stochastic Cauchy problem in a Banach space driven by cylindrical fractional Brownian motion.",
author = "Elena Issoglio and Markus Riedle",
year = "2014",
month = nov,
doi = "10.1016/j.spa.2014.05.010",
language = "English",
volume = "124",
pages = "3507--3534",
journal = "Stochastic Processes and Their Applications",
issn = "0304-4149",
publisher = "Elsevier",
number = "11",

}

RIS (suitable for import to EndNote) Download

TY - JOUR

T1 - Cylindrical Fractional Brownian Motion in Banach Spaces

AU - Issoglio, Elena

AU - Riedle, Markus

PY - 2014/11

Y1 - 2014/11

N2 - In this article we introduce cylindrical fractional Brownian motions in Banach spaces and develop the related stochastic integration theory. Here a cylindrical fractional Brownian motion is understood in the classical framework of cylindrical random variables and cylindrical measures. The developed stochastic integral for deterministic operator valued integrands is based on a series representation of the cylindrical fractional Brownian motion, which is analogous to the Karhunen-Lo\`eve expansion for genuine stochastic processes. In the last part we apply our results to study the abstract stochastic Cauchy problem in a Banach space driven by cylindrical fractional Brownian motion.

AB - In this article we introduce cylindrical fractional Brownian motions in Banach spaces and develop the related stochastic integration theory. Here a cylindrical fractional Brownian motion is understood in the classical framework of cylindrical random variables and cylindrical measures. The developed stochastic integral for deterministic operator valued integrands is based on a series representation of the cylindrical fractional Brownian motion, which is analogous to the Karhunen-Lo\`eve expansion for genuine stochastic processes. In the last part we apply our results to study the abstract stochastic Cauchy problem in a Banach space driven by cylindrical fractional Brownian motion.

U2 - 10.1016/j.spa.2014.05.010

DO - 10.1016/j.spa.2014.05.010

M3 - Article

VL - 124

SP - 3507

EP - 3534

JO - Stochastic Processes and Their Applications

JF - Stochastic Processes and Their Applications

SN - 0304-4149

IS - 11

ER -

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