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The equations of stochastic nolinear oscillator driven by fractional Brownian motion

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    SYSNO0332818
    TitleThe equations of stochastic nolinear oscillator driven by fractional Brownian motion
    TitleRovnice stochastického nelineárního oscilátoru řízeného frakcionálním Brownovým pohybem
    Author(s) Šnupárková, Jana (UTIA-B)
    Source Title Current trends in statistics in V6 region. S. 95-101. - Praha : Czech Statistical Society, 2009
    Conference Current trends in statistics in V6 region, Praha, 05.09.2008-06.09.2008
    Document TypeKonferenční příspěvek (zahraniční konf.)
    Grant GA201/07/0237 GA ČR - Czech Science Foundation (CSF)
    CEZAV0Z10750506 - UTIA-B (2005-2011)
    Languageeng
    CountryCZ
    Keywords stochastic nonlinear oscillator * fractional Brownian motion * Girsanov theorem
    URL http://library.utia.cas.cz/separaty/2009/SI/snuparkova-the equations of stochastic nolinear oscillator driven by fractional brownian motion.pdf
    Permanent Linkhttp://hdl.handle.net/11104/0177952
     
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