scientific article; zbMATH DE number 5592551

zbMath1199.60121MaRDI QIDQ5325341

Sergij V. Posashkov, Yuliya S. Mishura

Publication date: 8 August 2009

Full work available at URL: http://www.ams.org/tpms/2008-76-00/S0094-9000-08-00737-0/home.html

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic differential equationWiener processfractional Brownian motion

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)

Related Items (1)

Numerical simulation of the Hurst index of solutions of fractional stochastic dynamical systems driven by fractional Brownian motion

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