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Problemy Peredachi Informatsii, 1998, Volume 34, Issue 4, Pages 51–61
(Mi ppi424)
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This article is cited in 19 scientific papers (total in 19 papers)
Methods of Signal Processing
Existence and Uniqueness Theorems for fBm Stochastic Differential Equations
M. L. Kleptsyna, P. E. Kloeden, V. V. Anh
Abstract:
Existence and uniqueness theorems are proved for stochastic differential equations driven by fractional Brownian motion (fBm).
Received: 14.10.1996 Revised: 03.10.1997
Citation:
M. L. Kleptsyna, P. E. Kloeden, V. V. Anh, “Existence and Uniqueness Theorems for fBm Stochastic Differential Equations”, Probl. Peredachi Inf., 34:4 (1998), 51–61; Problems Inform. Transmission, 34:4 (1998), 332–341
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https://www.mathnet.ru/eng/ppi424 https://www.mathnet.ru/eng/ppi/v34/i4/p51
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Abstract page: | 697 | Full-text PDF : | 314 | References: | 49 |
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