Mutual information for stochastic differential equation with subfractional noises

DOI10.1515/ROSE-2013-0013zbMATH Open1274.60186OpenAlexW2027110950WikidataQ115235789 ScholiaQ115235789MaRDI QIDQ2854186

Junfeng Liu

Publication date: 17 October 2013

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose-2013-0013

zbMATH Keywords

mutual informationinnovation processsubfractional Brownian motionGirsanov transform

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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