bibtype |
C -
Conference Paper (international conference)
|
ARLID |
0332818 |
utime |
20240111140729.3 |
mtime |
20091210235959.9 |
title
(primary) (eng) |
The equations of stochastic nolinear oscillator driven by fractional Brownian motion |
specification |
page_count |
7 s. |
media_type |
www |
|
serial |
ARLID |
cav_un_epca*0332817 |
ISBN |
978-80-904330-0-7 |
title
|
Current trends in statistics in V6 region |
page_num |
95-101 |
publisher |
place |
Praha |
name |
Czech Statistical Society |
year |
2009 |
|
|
title
(cze) |
Rovnice stochastického nelineárního oscilátoru řízeného frakcionálním Brownovým pohybem |
keyword |
stochastic nonlinear oscillator |
keyword |
fractional Brownian motion |
keyword |
Girsanov theorem |
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. |
|
source |
|
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 an equation of an n-dimensional nonlinear stochastic oscillator with a singular drift driven by a fractional Brownian motion is shown. |
abstract
(cze) |
Je ukázáno, že rovnice n-dimensionálního nelineárního stochastického oscilátoru se singulárním driftem, řízeného frakcionálním Brownovým pohybem, má slabá řešení. |
action |
ARLID |
cav_un_auth*0256507 |
name |
Current trends in statistics in V6 region |
place |
Praha |
dates |
05.09.2008-06.09.2008 |
country |
CZ |
|
reportyear |
2010 |
RIV |
BA |
permalink |
http://hdl.handle.net/11104/0177952 |
arlyear |
2009 |
mrcbU56 |
pdf |
mrcbU63 |
cav_un_epca*0332817 Current trends in statistics in V6 region 978-80-904330-0-7 95 101 Praha Czech Statistical Society 2009 |
|