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  • In this paper we study ergodicity of stochastic equations in Hilbert spaces driven by fractional Brownian motion. We present the existence and ergodicity of the strictly stationary solution and ergodicity of an arbitrary solution. Obtained results are applicable to the parameter (especially the drift) estimates based on an observation of the solution.
  • In this paper we study ergodicity of stochastic equations in Hilbert spaces driven by fractional Brownian motion. We present the existence and ergodicity of the strictly stationary solution and ergodicity of an arbitrary solution. Obtained results are applicable to the parameter (especially the drift) estimates based on an observation of the solution. (en)
  • V tomto článku studijeme ergodicitu stochastických rovnic v Hilbertových prostorech řízených frakcionálním Brownovým pohybem. Ukážeme existenci a ergodicitu striktně stacionárního řešení a ergodicitu libovolného řešení. Získané výsledky jsou aplikovatelné k odhadu parametrů (zejména parametru drifu) založené na pozorování řešení. (cs)
Title
  • On ergodicity of stochastic evolution equations driven by fractional Brownian motion
  • On ergodicity of stochastic evolution equations driven by fractional Brownian motion (en)
  • O ergodicitě stochastických evolučních rovnic řízených frakcionálním Brownovým pohybem (cs)
skos:prefLabel
  • On ergodicity of stochastic evolution equations driven by fractional Brownian motion
  • On ergodicity of stochastic evolution equations driven by fractional Brownian motion (en)
  • O ergodicitě stochastických evolučních rovnic řízených frakcionálním Brownovým pohybem (cs)
skos:notation
  • RIV/49777513:23520/06:00000340!RIV08-MSM-23520___
http://linked.open.../vavai/riv/strany
  • 590-599
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  • Z(MSM4977751301)
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  • 490312
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  • RIV/49777513:23520/06:00000340
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  • stochastic evolution equations; fractional Brownian motion; ergodicity; strictly stationary solution; parameter estimates (en)
http://linked.open.../riv/klicoveSlovo
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  • [37BB730369DE]
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  • Praha
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  • Prague
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  • Prague Stochastics 2006
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  • Pospíšil, Jan
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http://linked.open...n/vavai/riv/zamer
number of pages
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  • Matfyzpress
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  • 80-86732-75-4
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  • 23520
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