Discretization of Stationary Solutions of Stochastic Systems Driven by Fractional Brownian Motion
By María J. Garrido-Atienza, Peter E. Kloeden, Andreas Neuenkirch. 2009
58 citations recorded by the source corpus.
Subfields: Computational Theory and Mathematics, Control and Systems Engineering, Finance
View Paper: https://www.semanticscholar.org/paper/654feeb4c6e95e029925ae8d153f911b82cb4bf3
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Computational Theory and Mathematics
In Control and Systems Engineering
In Finance
- Khalifa Es-Sebaiy
- Frederi G. Viens
- Andreas Neuenkirch
- Samy Tindel
- Brahim El Onsy
- Ivan Nourdin
- David Nualart
- Yaozhong Hu
Citations in the corpus
- Parameter estimation for a partially observed Ornstein–Uhlenbeck process with long-memory noise (2015, background): “For 3) and 6) we refer to [16], and for 4) and 5) see [14, Lemma 5.”
- Random attractors for a class of stochastic partial differential equations driven by general additive noise (2010, unknown): “46 41 v2 [ m at AMS Subject Classification: 35B41, 60H15, 37L30, 35B40 Keywords: Random attractor; Lévy noise; fractional Brownian motion; stochastic evolution equations; porous media equations; p-Laplace equation; reaction-diffusion equations.”
- A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise (2011, background): “Moreover, proceeding as in [7] we have: Proposition 2.”