Kolmogorov equation and large-time behaviour for fractional brownian motion driven linear sde’s

Author： Vyroai Michal  

Publisher： Springer Publishing Company

ISSN： 0862-7940

Source： Applications of Mathematics, Vol.50, Iss.1, 2005-02, pp. : 63-81

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Quadratic variations and estimation of the hurst index of the solution of SDE driven by a fractional Brownian motion

By Kubilius K.  

Lithuanian Mathematical Journal, Vol. 50, Iss. 4, 2010-11 ,pp. : 401-417

Springer Publishing Company

Access to resources Recommend Favorite

Large-time behaviour of solutions of Burgers' equation

By Dix Daniel B.  

Proceedings Section A: Mathematics - Royal Society of Edinburgh, Vol. 132, Iss. 4, 2002-08 ,pp. : 843-878

Royal Society of Edinburgh

Access to resources Recommend Favorite

A Fractional Linear System View of the Fractional Brownian Motion

By Ortigueira Manuel Duarte   Batista Arnaldo Guimarães  

Nonlinear Dynamics, Vol. 38, Iss. 1-4, 2004-12 ,pp. : 295-303

Springer Publishing Company

Access to resources Recommend Favorite

Large-time behaviour of solutions to the dissipative nonlinear Schrödinger equation

By Hayashi N.   Kaikina E. I.   Naumkin P. I.  

Proceedings Section A: Mathematics - Royal Society of Edinburgh, Vol. 130, Iss. 5, 2000-10 ,pp. : 1029-1043

Royal Society of Edinburgh

Access to resources Recommend Favorite

Stochastic delay fractional evolution equations driven by fractional Brownian motion

By  

MATHEMATICAL METHODS IN THE APPLIED SCIENCES, Vol. 38, Iss. 8, 2015-05 ,pp. : 1582-1591

John Wiley & Sons Inc

Access to resources Recommend Favorite