Abstract
Existence and ergodicity of a strictly stationary solution for linear stochastic evolution equations driven by cylindrical fractional Brownian motion are proved. Ergodic behavior 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.
Full Text 
Sign-in/Register to access full text options
Sign-in/Register to access full text options 
Published version (
Free)
Free) 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call
