Geodesic
Stochastic affine evolution equations with multiplicative fractional noise
Applications of Mathematics, Tome 63 (2018) no. 1, pp. 7-35.

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A stochastic affine evolution equation with bilinear noise term is studied, where the driving process is a real-valued fractional Brownian motion with Hurst parameter greater than $1/2$. Stochastic integration is understood in the Skorokhod sense. The existence and uniqueness of weak solution is proved and some results on the large time dynamics are obtained.
DOI : 10.21136/AM.2018.0036-17
Classification : 60G22, 60H15
Keywords: geometric fractional Brownian motion; stochastic differential equations in Hilbert space; stochastic bilinear equation 
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     title = {Stochastic affine evolution equations with multiplicative fractional noise},
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     pages = {7--35},
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Maslowski, Bohdan; Šnupárková, Jana. Stochastic affine evolution equations with multiplicative fractional noise. Applications of Mathematics, Tome 63 (2018) no. 1, pp. 7-35. doi : 10.21136/AM.2018.0036-17. http://geodesic.mathdoc.fr/articles/10.21136/AM.2018.0036-17/

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