Fractional Browman motion and stochastic equations in Hilbert spaces.
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985840%3A_____%2F02%3A05020082" target="_blank" >RIV/67985840:_____/02:05020082 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Fractional Browman motion and stochastic equations in Hilbert spaces.
Original language description
The fractional Brownian motion is used for the Gaussian noise process in a linear stochastic distributed system or a linear stochastic partial differential equation. These noise processes have properties that have been important for finite dimensional
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BA - General mathematics
OECD FORD branch
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Result continuities
Project
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Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2002
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Stochastics and Dynamics
ISSN
0219-4937
e-ISSN
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Volume of the periodical
2
Issue of the periodical within the volume
N/A
Country of publishing house
SG - SINGAPORE
Number of pages
26
Pages from-to
225-250
UT code for WoS article
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EID of the result in the Scopus database
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