Original title: Weak solutions to stochastic differential equations driven by fractional Brownian motion
Translated title: Slabá řešení stochastických diferenciálních rovnic řízených frakcionálním Brownovým pohybem
Authors: Šnupárková, Jana
Document type: Research reports
Year: 2008
Language: eng
Series: Research Report, volume: 2220
Abstract: Existence of weak solutions to non-autonomous stochastic differential equations driven by a fractional Brownian motion is shown.
Keywords: fractional Brownian motion; stochastic differential equations; weak solution
Project no.: CEZ:AV0Z10750506 (CEP), GA201/07/0237 (CEP)
Funding provider: GA ČR

Institution: Institute of Information Theory and Automation AS ČR (web)
Document availability information: Fulltext is available at the institute of the Academy of Sciences.
Original record: http://hdl.handle.net/11104/0159824

Permalink: http://www.nusl.cz/ntk/nusl-38643


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Research > Institutes ASCR > Institute of Information Theory and Automation
Reports > Research reports