scientific article; zbMATH DE number 2134059

zbMATH Open1054.60516MaRDI QIDQ3159199FDOQ3159199

Authors: B. Pasik-Duncan 

Publication date: 15 February 2005

Title of this publication is not available (Why is that?)

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Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes and stochastic analysis on manifolds (58J65)

Cited In (8)

• A note on optimal state estimation for a fractional linear system
• The parameter identification of stochastic dynamical system driven by multiplicative mixed fractional Brownian motion
• Identification of multifractional Brownian motion
• Identification of a Markovian system with observations corrupted by a fractional Brownian motion
• An identification problem for systems with additive fractional Brownian field
• Parametric estimation for linear system of stochastic differential equations driven by fractional Brownian motions with different Hurst indices
• Solutions of linear and semilinear distributed parameter equations with a fractional Brownian motion
• Identification for Linear Stochastic Systems Driven by Fractional Brownian Motion

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