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Kirchner, K. (author), Willems, J. (author)A new class of fractional-order parabolic stochastic evolution equations of the form (∂t+A)γX(t)=W˙Q(t) , t∈ [0 , T] , γ∈ (0 , ∞) , is introduced, where - A generates a C -semigroup on a separable Hilbert space H and the spatiotemporal driving noise W˙ <sup>Q</sup> is the formal time derivative of an H-valued cylindrical Q-Wiener process....journal article 2023
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Floreani, S. (author), Redig, F.H.J. (author), Sau, Federico (author)In this paper, we introduce a random environment for the exclusion process in Z<sup>d</sup> obtained by assigning a maximal occupancy to each site. This maximal occupancy is allowed to randomly vary among sites, and partial exclusion occurs. Under the assumption of ergodicity under translation and uniform ellipticity of the environment, we...journal article 2021
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Pronk, M. (author)In this thesis we study stochastic evolution equations in Banach spaces. We restrict ourselves to the two following cases. First, we consider equations in which the drift is a closed linear operator that depends on time and is random. Such equations occur as mathematical models in for instance mathematical finance and filtration theory. Second,...doctoral thesis 2013
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- Veraar, M.C. (author), Zimmerschied, J. (author) journal article 2008