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Fractional Brownian motion
Main topics of the document: fractional Brownian motion; stochastic integral...
BA - Obecná matematika
- 2015 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Fractional Brownian Motion
Main topics of the document: fractional Brownian motion; stochastic integral; parameter estimates...
BA - Obecná matematika
- 2016 •
- D •
- Link
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
Equation of the Geometric Brownian Motion and its Uniqueness
In the paper, we describe the differences that arise in the proof of uniqueness of the equation of geometric Brownian motion and geometric fractional Brownian motion. Recall that while the uniqueness of the first e...
BA - Obecná matematika
- 2013 •
- D
Rok uplatnění
D - Stať ve sborníku
Fractional Brownian Motion and Parameter Estimation
Main topics of the document: fractional Brownian motion; fractional Ornstein-Uhlenbeck process; parameter estimation...
BA - Obecná matematika
- 2016 •
- D
Rok uplatnění
D - Stať ve sborníku
Albert Einstein and Brownian motion
Albert Einstein and Brownův pohyb...
BM - Fyzika pevných látek a magnetismus
- 2005 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
The equations of stochastic nolinear oscillator driven by fractional Brownian motion
Existence of weak solutions to an equation of an n-dimensional nonlinear stochastic oscillator with a singular drift driven by a fractional Brownian motion is shown....
BA - Obecná matematika
- 2009 •
- D
Rok uplatnění
D - Stať ve sborníku
Path Regularity of the Brownian Motion and the Brownian Sheet
By the work of P. Levy, the sample paths of the Brownian motion are known smaller than those of Ciesielski and Levy, in which the sample paths of the Brownian motion almost surely lie. In the same spirit, we review...
Pure mathematics
- 2024 •
- Jimp •
- Link
Rok uplatnění
Jimp - Článek v periodiku v databázi Web of Science
Výsledek na webu
Linear Stochastic Equations in a Hilbert Space with a Fractional Brownian Motion
Linear stochastic equations in Hilbert spaces where the driving process is a cylindrical fractional Brownian motion with the Hurst parameter lesser than 1/2 are studied. Existence and regularity of solutions are proved....
BA - Obecná matematika
- 2006 •
- C
Rok uplatnění
C - Kapitola v odborné knize
Weak solutions to stochastic differential equations driven by fractional Brownian motion
Existence of weak solutions to an n-dimensional system of stochastic differential equations driven by a fractional Brownian motion is shown for a time-dependent but state-independent diffusion and a drift that may be rather singular...
BA - Obecná matematika
- 2009 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Evolution equations driven by a fractional Brownian motion.
Nonlinear stochastic evolution equations in a Hilbert space driven by a cylindrical fractional Brownian motion are studied. Existence and uniqueness of a mild solution is established under some regularity conditions on the coefficie...
BA - Obecná matematika
- 2003 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
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