Open AccessBilinear stochastic systems with fractional Brownian motion input
Author(s) -
Endre Iglói,
György Terdik
Publication year - 1999
Publication title -
the annals of applied probability/the annals of applied probability
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 1.878
H-Index - 86
eISSN - 2168-8737
pISSN - 1050-5164
DOI - 10.1214/aoap/1029962597
Subject(s) - mathematics , fractional brownian motion , brownian motion , fractional calculus , bilinear interpolation , geometric brownian motion , brownian excursion , mathematical analysis , diffusion process , statistical physics , statistics , knowledge management , innovation diffusion , computer science , physics