scientific article; zbMATH DE number 5592551

MaRDI QIDQ5325341zbMATH OpenFDO

Authors S. V. Posashkov, Yuliya S. Mishura

Publication date 8 August 2009

Full work available at URL http://www.ams.org/tpms/2008-76-00/S0094-9000-08-00737-0/home.html

zbMATH Keywords

Wiener processstochastic differential equationfractional Brownian motion

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)

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