Solving nonlinear stochastic differential equations with fractional Brownian motion using reducibility approach

Author:

Zeng Caibin,Yang Qigui,Chen Yang Quan

Publisher

Springer Science and Business Media LLC

Subject

Electrical and Electronic Engineering,Applied Mathematics,Mechanical Engineering,Ocean Engineering,Aerospace Engineering,Control and Systems Engineering

Reference27 articles.

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2. Hurst, H.E.: Long-term storage capacity in reservoirs. Trans. Am. Soc. Civ. Eng. 116, 400–410 (1951)

3. Hurst, H.E.: Methods of using long-term storage in reservoirs. ICE Proc. 5, 519–543 (1956)

4. Mandelbrot, B.B., Van Ness, J.W.: Fractional Brownian motions, fractional noises and applications. SIAM Rev. 10, 422–437 (1968)

5. Decreusefond, L., Üstünel, A.S.: Fractional Brownian motion: theory and applications. ESAIM Proc. 5, 75–86 (1998)

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