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  1. 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/11104/0181405
    FileDownloadSizeCommentaryVersionAccess
    0337396.pdf23.4 MBOtheropen-access
     
     
  2. 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
     
     


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