Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference6 articles.
1. Stochastic integration with respect to the fractional Brownian motion;Alos;Stoch. Stoch. Rep.,2003
2. Stochastic calculus for fractional Brownian motion. I: theory;Duncan;SIAM J. Control Optim.,2000
3. Duncan, T.E., Jakubowski, J., Pasik-Duncan, B. Stochastic integration for fractional Brownian motion in a Hilbert space. Preprint.
4. On the prediction of fractional Brownian motion;Gripenberg;J. Appl. Probab.,1996
5. Hu, Y., Zhou, X.Y. Stochastic control for linear systems driven by fractional noises. SIAM J. Control Optim., to appear.
Cited by
21 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献