Stochastic differential equations with fractional Brownian motion input (Q5287942): Difference between revisions
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Revision as of 20:40, 5 March 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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