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Identification for Linear Stochastic Systems Driven by Fractional Brownian Motion - MaRDI portal

Identification for Linear Stochastic Systems Driven by Fractional Brownian Motion (Q3158188)

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Identification for Linear Stochastic Systems Driven by Fractional Brownian Motion
scientific article

    Statements

    title
    Identification for Linear Stochastic Systems Driven by Fractional Brownian Motion (English)
    0 references
    publication date
    20 January 2005
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    Identifiers

    DOI
    10.1081/SAP-200029489
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    Mathematics Subject Classification ID
    62M09
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    93E12
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    62G05
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    zbMATH DE Number
    2130589
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    OpenAlex ID
    W2143852301
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