The equations of stochastic nolinear oscillator driven by fractional Brownian motion

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SYSNO ASEP	0332818
Document Type	C - Proceedings Paper (int. conf.)
R&D Document Type	Conference Paper
Title	The equations of stochastic nolinear oscillator driven by fractional Brownian motion
Title	Rovnice stochastického nelineárního oscilátoru řízeného frakcionálním Brownovým pohybem
Author(s)	Šnupárková, Jana (UTIA-B)
Source Title	Current trends in statistics in V6 region. - Praha : Czech Statistical Society, 2009 - ISBN 978-80-904330-0-7
Pages	s. 95-101
Number of pages	7 s.
Publication form	www - www
Action	Current trends in statistics in V6 region
Event date	05.09.2008-06.09.2008
VEvent location	Praha
Country	CZ - Czech Republic
Event type	EUR
Language	eng - English
Country	CZ - Czech Republic
Keywords	stochastic nonlinear oscillator ; fractional Brownian motion ; Girsanov theorem
Subject RIV	BA - General Mathematics
R&D Projects	GA201/07/0237 GA ČR - Czech Science Foundation (CSF)
CEZ	AV0Z10750506 - UTIA-B (2005-2011)
Annotation	Existence of weak solutions to an equation of an n-dimensional nonlinear stochastic oscillator with a singular drift driven by a fractional Brownian motion is shown.
Workplace	Institute of Information Theory and Automation
Contact	Markéta Votavová, votavova@utia.cas.cz, Tel.: 266 052 201.
Year of Publishing	2010

Number of the records: 1