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20012020
most citedLower estimates of transition densities and bounds on exponential ergodicity for stochastic PDE's

34 citations · 74 across the 8 of their papers we have counts for

collaborators

11 papers

math.PR2020

Stochastic integration with respect to fractional processes in Banach spaces

Petr Čoupek, Bohdan Maslowski, Martin Ondreját

In the article, integration of temporal functions in (possibly non-UMD) Banach spaces with respect to (possibly non-Gaussian) fractional processes from a finite sum of Wiener chaos…

math.PR2019★ 5 cited

Filtering of Gaussian processes in Hilbert spaces

Vit Kubelka, Bohdan Maslowski

Linear filtering problem for infinite-dimensional Gaussian processes is studied, the observation process being finite-dimensional. Integral equations for the filter and for covaria…

math.PR2018★ 9 cited

Central Limit Theorems and Minimum-Contrast Estimators for Linear Stochastic Evolution Equations

Pavel Kriz, Bohdan Maslowski

Central limit theorems and asymptotic properties of the minimum-contrast estimators of the drift parameter in linear stochastic evolution equations driven by fractional Brownian mo…

math.PR2017★ 25 cited

-valued stochastic convolution integral driven by Volterra noise

Petr Čoupek, Bohdan Maslowski, Martin Ondreját

Space-time regularity of linear stochastic partial differential equations is studied. The solution is defined in the mild sense in the state space . The corresponding regulari…

math.PR2017

Stationary solutions to the compressible Navier-Stokes system driven by stochastic forces

Dominic Breit, Eduard Feireisl, Martina Hofmanova +1

We study the long-time behavior of solutions to a stochastically driven Navier-Stokes system describing the motion of a compressible viscous fluid driven by a temporal multiplicati…

math.PR2016

Stochastic affine evolution equations with multiplicative fractional noise

Bohdan Maslowski, Jana Šnupárková

A stochastic affine evolution equation with bilinear noise term is studied where the driving process is a real-valued fractional Brownian motion. Stochastic integration is understo…