Stochastic differential equations with fractional Brownian motion input
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Publication:5287942
DOI10.1080/00207729308949547zbMath0771.60043OpenAlexW1982262355MaRDI QIDQ5287942
Publication date: 8 August 1993
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207729308949547
stochastic differential equationspath integralsnonlinear filteringfractional Brownian motion inputself-similarity property
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic systems in control theory (general) (93E03)
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