Duncan, T.E.; Maslowski, B.; Pasik-Duncan, B. - In: Stochastic Processes and their Applications 115 (2005) 8, pp. 1357-1383
In this paper, some explicit solutions are given for stochastic differential equations in a Hilbert space with a multiplicative fractional Gaussian noise. This noise is the formal derivative of a fractional Brownian motion with the Hurst parameter in the interval (1/2,1). These solutions can be...