caa a22 4500 378866915 CHVBK 20180305123400.0 cr unu---uuuuu 161128e20030901xx s 000 0 eng 10.1515/156939603322728969 doi (NATIONALLICENCE)gruyter-10.1515/156939603322728969 A fractional stochastic evolution equation driven by fractional Brownian motion [Elektronische Daten] [V. V. Anh, W. Grecksch] This paper introduces a semilinear stochastic evolution equation which contains fractional powers of the infinitesimal generator of a strongly continuous semigroup and is driven by Hilbert space-valued fractional Brownian motion. Fractional powers of the generator induce long-range dependence in space, while fractional Brownian motion induces long-range dependence in time in the solution of the equation. An approximation of the evolution solution is then constructed by the splitting method. The existence and uniqueness of the solution and mean-square convergence of the approximation algorithm are established. Copyright 2003, Walter de Gruyter Stochastic evolution equation nationallicence stochastic differential equation nationallicence long-range dependence nationallicence Anh V. V. School of Mathematical Sciences Queensland University of Technology GPO Box 2434, Brisbane QLD 4001, Australia, E-mail: v.anh@qut.edu.au aut Grecksch W. Faculty of Mathematics & Informatics, Martin-Luther University of Halle-Wittenberg, D-06099, Halle, Germany, E-mail: grecksch@mathematik.uni-halle.de aut Monte Carlo Methods and Applications Walter de Gruyter 9/3(2003-09-01), 189-199 0929-9629 9:3<189 2003 9 mcma https://doi.org/10.1515/156939603322728969 text/html Onlinezugriff via DOI 1 research article jats NATIONALLICENCE 856 40 https://doi.org/10.1515/156939603322728969 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Anh V. V. School of Mathematical Sciences Queensland University of Technology GPO Box 2434, Brisbane QLD 4001, Australia, E-mail: v.anh@qut.edu.au aut NATIONALLICENCE 700 1- Grecksch W. Faculty of Mathematics & Informatics, Martin-Luther University of Halle-Wittenberg, D-06099, Halle, Germany, E-mail: grecksch@mathematik.uni-halle.de aut NATIONALLICENCE 773 0- Monte Carlo Methods and Applications Walter de Gruyter 9/3(2003-09-01), 189-199 0929-9629 9:3<189 2003 9 mcma CC0 http://creativecommons.org/publicdomain/zero/1.0 nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-gruyter