Bilinear stochastic systems with fractional Brownian motion input
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Publication:1296586
DOI10.1214/aoap/1029962597zbMath0948.60050MaRDI QIDQ1296586
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
62M15: Inference from stochastic processes and spectral analysis
93E03: Stochastic systems in control theory (general)
60H05: Stochastic integrals
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Cites Work
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