| 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 |
|