arXiv1301.3329MaRDI QIDQ6238757
Dmitrij Melichov, Kęstutis Kubilius, V. Skorniakov
Publication date: 15 January 2013
Mathematics Subject Classification ID
Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)