Probl. Peredachi Inf., 1998 Volume 34, Issue 4, Pages 51–61
(Mi ppi424)
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This article is cited 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).
UDC:
621.391.1:519.28
Received: 14.10.1996
Revised: 03.10.1997
English version:
Problems of Information Transmission, 1998,
34:4,
332–341
Bibliographic databases:
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