| bibtype |
V -
Research Report
|
| ARLID |
0306930 |
| utime |
20240103185930.5 |
| mtime |
20080425235959.9 |
| title
(primary) (eng) |
Weak solutions to stochastic differential equations driven by fractional Brownian motion |
| publisher |
| place |
Praha |
| name |
ÚTIA AV ČR |
| pub_time |
2008 |
|
| specification |
|
| edition |
| name |
Research Report |
| volume_id |
2220 |
|
| title
(cze) |
Slabá řešení stochastických diferenciálních rovnic řízených frakcionálním Brownovým pohybem |
| keyword |
stochastic differential equations |
| keyword |
weak solution |
| keyword |
fractional Brownian motion |
| author
(primary) |
| ARLID |
cav_un_auth*0239175 |
| name1 |
Šnupárková |
| name2 |
Jana |
| institution |
UTIA-B |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| cas_special |
| project |
| project_id |
GA201/07/0237 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0228641 |
|
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
Existence of weak solutions to non-autonomous stochastic differential equations driven by a fractional Brownian motion is shown. |
| reportyear |
2008 |
| RIV |
BA |
| permalink |
http://hdl.handle.net/11104/0159824 |
| arlyear |
2008 |
| mrcbU10 |
2008 |
| mrcbU10 |
Praha ÚTIA AV ČR |
|