80 citations · 225 across the 12 of their papers we have counts for
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Convergence in Hölder norms for Markovian approximations of stochastic Volterra equations
Noé Corneille, Kristin Kirchner, Pietro Pezzoli Frigerio
We bound the difference between two stochastic Volterra processes with identical Lipschitz coefficients but different kernels. For non-convolution kernels, we establish estimates i…
Multiple and weak Markov properties in Hilbert spaces with applications to fractional stochastic evolution equations
Kristin Kirchner, Joshua Willems
We define various higher-order Markov properties for stochastic processes , indexed by an interval and taking values in…
Regularity theory for a new class of fractional parabolic stochastic evolution equations
Kristin Kirchner, Joshua Willems
A new class of fractional-order stochastic evolution equations of the form , , , is introduced, where genera…
Equivalence of measures and asymptotically optimal linear prediction for Gaussian random fields with fractional-order covariance operators
David Bolin, Kristin Kirchner
We consider Gaussian measures on a separable Hilbert space, with fractional-order covariance operators resp. , and derive necessary an…