Stochastic differential equations with fractional Brownian motion input (Q5287942): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1080/00207729308949547 / rank | |||
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| Property / cites work: Q5663204 / rank | |||
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| Property / cites work: A signed measure on path space related to Wiener measure / rank | |||
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| Property / cites work: Stochastic processes and filtering theory / rank | |||
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| Property / cites work: ESTIMATION IN LONG-MEMORY TIME SERIES MODEL / rank | |||
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| Property / cites work: Fractional Brownian Motions, Fractional Noises and Applications / rank | |||
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Latest revision as of 18:24, 17 May 2024
scientific article; zbMATH DE number 238568
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic differential equations with fractional Brownian motion input |
scientific article; zbMATH DE number 238568 |
Statements
Stochastic differential equations with fractional Brownian motion input (English)
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8 August 1993
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fractional Brownian motion input
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stochastic differential equations
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self-similarity property
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path integrals
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nonlinear filtering
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