2 citations · 2 across the 2 of their papers we have counts for
2 papers
math.DS2014★ 2 cited
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…
math.AP2014
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…