A linear stochastic differential equation driven by a fractional Brownian motion with Hurst parameter-Reference-Cited by-同舟云学术

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A linear stochastic differential equation driven by a fractional Brownian motion with Hurst parameter

Published:2011-08 Issue:8 Volume:81 Page:1013-1020
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Diop Mamadou Abdoul,Ouknine Youssef

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference11 articles.

1. Stochastic calculus for fractional Brownian motion. I;Duncan;Theory SIAM J. Control. Optim.,2000

2. Fractional integrals and Brownian processes;Feyel;Potential Anal.,1996

3. Filtration des ponts browniens et équations différentielles stochastiques linéaires;Jeulin;Séminaire de probabilités de Strasbourg,1990

4. Stochastic Integrals;McKean,1989

5. Wienersche Spiralen und einige andere interessante Kurven im Hilbertschen Raum;Kolmogorov;C. R. (Doklady) Acad. URSS (N.S.),1940

Cited by 2 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

1. Stochastic bounded consensus for multi-agent systems with fractional Brownian motions via sliding mode control;Applied Mathematics and Computation;2023-06

2. Impact of Correlated Noises on Additive Dynamical Systems;Mathematical Problems in Engineering;2014

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