2 citations · 2 across the 3 of their papers we have counts for
3 papers
Rough Path Theory to approximate Random Dynamical Systems
Hongjun Gao, María J. Garrido-Atienza, Anhui Gu +2
We consider the rough differential equation $dY=f(Y)d\bm \om$ where $\bm \om=(ω,\bbomega)$ is a rough path defined by a Brownian motion on $\RR^m$. Under the usual regularity a…
Lévy-areas of Ornstein-Uhlenbeck processes in Hilbert-spaces
María J. Garrido-Atienza, Kening Lu, Björn Schmalfuss
In this paper we investigate the existence and some useful properties of the Lévy areas of Ornstein-Uhlenbeck processes associated to Hilbert-space-valued fractional Brownian-motio…
Stochastic Shell Models driven by a multiplicative fractional Brownian--motion
Hakima Bessaih, María J. Garrido-Atienza, Björn Schmalfuss
We prove existence and uniqueness of the solution of a stochastic shell--model. The equation is driven by an infinite dimensional fractional Brownian--motion with Hurst--parameter…