Weak solutions to stochastic differential equations driven by fractional Brownian motion

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SYSNO	0331176
Title	Weak solutions to stochastic differential equations driven by fractional Brownian motion
Title	Slabá řešení stochastických diferenciálních rovnic perturbovaných frakcionálním Brownovým pohybem
Author(s)	Šnupárková, Jana (UTIA-B)
Source Title	Czechoslovak Mathematical Journal. Roč. 59, č. 4 (2009), s. 879-907. - : Springer
Document Type	Článek v odborném periodiku
Grant	GA201/07/0237 GA ČR - Czech Science Foundation (CSF)
CEZ	AV0Z10750506 - UTIA-B (2005-2011)
Language	eng
Country	CZ
Keywords	fractional Brownian motion * weak solutions
URL	http://library.utia.cas.cz/separaty/2009/SI/snuparkova-weak solutions to stochastic differential equations driven by fractional brownian motion.pdf
Permanent Link	http://hdl.handle.net/11104/0176771

Number of the records: 1