One example of correspondence between deterministic and stochastic differential equations

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F60461373%3A22340%2F14%3A43897637" target="_blank" >RIV/60461373:22340/14:43897637 - isvavai.cz</a>

Result on the web

<a href="http://www.vscht.cz/mat/Colloquium/4thColloquium.pdf" target="_blank" >http://www.vscht.cz/mat/Colloquium/4thColloquium.pdf</a>

DOI - Digital Object Identifier

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Result language

angličtina

Original language name

One example of correspondence between deterministic and stochastic differential equations

Original language description

Although it is possible to reduce the problem of finding solution to one type of stochastic differential equation to the problem of solving certain deterministic differential equation in the Wiener case, this technique fails in the case of fractional Brownian motion.

Czech name

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Czech description

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Type

D - Article in proceedings

CEP classification

BA - General mathematics

OECD FORD branch

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Project

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Continuities

I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year

2014

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection

Proceedings of 4th Scientific Colloquium

ISBN

978-80-7080-890-0

ISSN

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e-ISSN

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Number of pages

7

Pages from-to

204-210

Publisher name

Vysoká škola chemicko-technologická v Praze

Place of publication

Praha

Event location

Praha

Event date

Jun 24, 2014

Type of event by nationality

WRD - Celosvětová akce

UT code for WoS article

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