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- 1.0337396 - ÚTIA 2010 CZ cze V - Research Report
Seidler, Jan
Vybrané kapitoly ze stochastické analysy.
[Selected topics in stochastic analysis.]
Praha: UTIA AV ČR, v.v.i, 2009. 216 s. Research Report, 2270.
R&D Projects: GA ČR GA201/07/0237
Institutional research plan: CEZ:AV0Z10750506
Keywords : stochastic differential equations * martingale
Subject RIV: BA - General Mathematics
http://library.utia.cas.cz/separaty/2010/SI/seidler-selected topics in stochastic analysis.pdf
Permanent Link: http://hdl.handle.net/11104/0181405File Download Size Commentary Version Access 0337396.pdf 2 3.4 MB Other open-access - 2.0306930 - ÚTIA 2008 CZ eng V - Research Report
Šnupárková, Jana
Weak solutions to stochastic differential equations driven by fractional Brownian motion.
[Slabá řešení stochastických diferenciálních rovnic řízených frakcionálním Brownovým pohybem.]
Praha: ÚTIA AV ČR, 2008. 22 s. Research Report, 2220.
R&D Projects: GA ČR GA201/07/0237
Institutional research plan: CEZ:AV0Z10750506
Keywords : stochastic differential equations * weak solution * fractional Brownian motion
Subject RIV: BA - General Mathematics
Permanent Link: http://hdl.handle.net/11104/0159824