Stochastic bilinear equation with fractional Brownian motion with Hurst parameter H<1/2 in Hilbert space

Abstract

The existence of a strong solution to stochastic bilinear equation with one-dimensional fractional Brownian motion in Hilbert space is proved, where the operators in the equation are linear and bounded. The stochastic integral is defined in the Skorokhod sense.

Keywords

• Stochastic
• bilinear
• equation
• with
• fractional
• Brownian
• motion
• with
• Hurst
• parameter
• H<1/2
• Hilbert
• space