Kolmogorov equation and large-time behaviour for fractional Brownian motion driven linear SDE's. (Q851662)
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scientific article; zbMATH DE number 5074743
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Kolmogorov equation and large-time behaviour for fractional Brownian motion driven linear SDE's. |
scientific article; zbMATH DE number 5074743 |
Statements
Kolmogorov equation and large-time behaviour for fractional Brownian motion driven linear SDE's. (English)
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21 November 2006
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Kolmogorov backwards equation
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linear stochastic equation
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0.91535455
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0.9088047
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0.9077289
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0.9071288
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0.9071059
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0.90593874
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0.9033246
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0.9021179
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