Academy of Sciences of the Czech Republic

نویسندگان

  • Bohdan Maslowski
  • Jan Pospíšil
  • BOHDAN MASLOWSKI
چکیده

Existence and ergodicity of a strictly stationary solution for linear stochastic evolution equations driven by cylindrical fractional Brownian motion are proved. Ergodic behaviour of non-stationary infinite-dimensional fractional Ornstein-Uhlenbeck processes is also studied. Based on these results, strong consistency of suitably defined families of parameter estimators is shown. The general results are applied to linear parabolic and hyperbolic equations perturbed by a fractional noise.

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تاریخ انتشار 2007