Stochastic differential equations with fractional Brownian motion input (Q5287942): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q1297751 |
Changed an Item |
||
| Property / author | |||
| Property / author: Guy Jumaric / rank | |||
Normal rank | |||
Revision as of 18:21, 22 February 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)
0 references
8 August 1993
0 references
fractional Brownian motion input
0 references
stochastic differential equations
0 references
self-similarity property
0 references
path integrals
0 references
nonlinear filtering
0 references
