Stochastic differential equations with fractional Brownian motion input (Q5287942): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: Q5663204 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: A signed measure on path space related to Wiener measure / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Stochastic processes and filtering theory / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: ESTIMATION IN LONG-MEMORY TIME SERIES MODEL / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Fractional Brownian Motions, Fractional Noises and Applications / rank | |||
Normal rank |
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)
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