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Problemy Peredachi Informatsii, 1998, Volume 34, Issue 4, Pages 51–61 (Mi ppi424)  
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
Full-text PDF (807 kB) Citations (19)
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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
Bibliographic databases:
Document Type: Article
UDC: 621.391.1:519.28
Language: Russian
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
Citation in format AMSBIB
\Bibitem{KleKloAnh98}
\by M.~L.~Kleptsyna, P.~E.~Kloeden, V.~V.~Anh
\paper Existence and Uniqueness Theorems for fBm Stochastic Differential Equations
\jour Probl. Peredachi Inf.
\yr 1998
\vol 34
\issue 4
\pages 51--61
\mathnet{http://mi.mathnet.ru/ppi424}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1793494}
\zmath{https://zbmath.org/?q=an:0924.60042}
\transl
\jour Problems Inform. Transmission
\yr 1998
\vol 34
\issue 4
\pages 332--341
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  • https://www.mathnet.ru/eng/ppi/v34/i4/p51
    • This publication is cited in the following 19 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Проблемы передачи информации Problems of Information Transmission
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