Bilinear stochastic systems with fractional Brownian motion input
From MaRDI portal
Publication:1296586
DOI10.1214/AOAP/1029962597zbMATH Open0948.60050OpenAlexW2084442105MaRDI QIDQ1296586FDOQ1296586
Publication date: 19 November 2000
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1029962597
Recommendations
Inference from stochastic processes and spectral analysis (62M15) Stochastic integrals (60H05) Stochastic systems in control theory (general) (93E03)
Cites Work
- Title not available (Why is that?)
- Fractional Brownian Motions, Fractional Noises and Applications
- Convergence of integrated processes of arbitrary Hermite rank
- Multiple Wiener-Ito integrals. With applications to limit theorems
- Title not available (Why is that?)
- Title not available (Why is that?)
- Gaussian and their subordinates self-similar random generalized fields
- Title not available (Why is that?)
Cited In (10)
- Statistical inference using higher-order information
- Evolutionary transfer functions solution for continuous–time bilinear stochastic processes with time-varying coefficients.
- Whitening filter and innovational representation of fractional Brownian motion
- On the local times of fractional Ornstein-Uhlenbeck process
- Statistical inference for reciprocal gamma diffusion process
- On inverse-gamma distribution delayed by Poisson process
- Title not available (Why is that?)
- Fractional Stokes–Boussinesq–Langevin equation and Mittag-Leffler correlation decay
- Moment method estimation of first-order continuous-time bilinear processes
- Fractional Ornstein-Uhlenbeck process with stochastic forcing, and its applications
Uses Software
This page was built for publication: Bilinear stochastic systems with fractional Brownian motion input
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1296586)
