Stochastic evolution equations with fractional Brownian motion

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Stochastic delay fractional evolution equations driven by fractional Brownian motion (2014, background): “[9] studied linear stochastic evolution equations driven by infinite dimensional fractional Brownian motion with Hurst parameter in the interval H 2 .”
Ergodicity of the Infinite Dimensional Fractional Brownian Motion (2011, background): “Meanwhile there are many articles dealing with existence of solutions of ordinary or partial stochastic differential equations driven by a fractional Brownian motion, see for instance [7,10,18,19,21, 24 ] among others.”
Stochastic heat equation driven by fractional noise and local time (2007, methodology): “Linear stochastic evolution equations in ∗Y. Hu is supported by the National Science Foundation under DMS0504783 †D. Nualart is supported by the National Science Foundation under DMS0604207 a Hilbert space driven by an additive cylindrical fBm with Hurst parameter H were studied by Duncan et al. in ”
Analysis of the Rosenblatt process (2006, unknown): “n ∫ t 0 ∫ t 0 〈eΦen, eΦen〉V |u − v|dudv and what it follows is a deterministic problem that can be solved as in [44].”
Stochastic Heat Equation with Multiplicative Fractional-Colored Noise (2008, background): “What happens when the space-time white noise is replaced by a noise which is fractional in time, but continues to be white in space? This situation has been studied in several papers such as [14], [24], [29], [34] and recently in [1].”