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The equations of stochastic nolinear oscillator driven by fractional Brownian motion
- 1.0332818 - ÚTIA 2010 RIV CZ eng C - Conference Paper (international conference)
Šnupárková, Jana
The equations of stochastic nolinear oscillator driven by fractional Brownian motion.
[Rovnice stochastického nelineárního oscilátoru řízeného frakcionálním Brownovým pohybem.]
Current trends in statistics in V6 region. Praha: Czech Statistical Society, 2009, s. 95-101. ISBN 978-80-904330-0-7.
[Current trends in statistics in V6 region. Praha (CZ), 05.09.2008-06.09.2008]
R&D Projects: GA ČR GA201/07/0237
Institutional research plan: CEZ:AV0Z10750506
Keywords : stochastic nonlinear oscillator * fractional Brownian motion * Girsanov theorem
Subject RIV: BA - General Mathematics
http://library.utia.cas.cz/separaty/2009/SI/snuparkova-the equations of stochastic nolinear oscillator driven by fractional brownian motion.pdf
Permanent Link: http://hdl.handle.net/11104/0177952
Number of the records: 1