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Stability of stochastic differential equation with linear fractal noise - MaRDI portal

Stability of stochastic differential equation with linear fractal noise (Q2259118)

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Stability of stochastic differential equation with linear fractal noise
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    Stability of stochastic differential equation with linear fractal noise (English)
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    27 February 2015
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    stochastic differential equations
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    fractional Brownian motion
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    exponential \(p\)-stability
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