Bilinear stochastic systems with fractional Brownian motion input

Annals of Applied Probability

Volumn 9, Issue 1, 1999, Pages 46-77

  Igloi E ^b   Terdik, Gy ^a  

^a UNIVERSITY OF DEBRECEN   (Hungary)

^b NONE

Author keywords

Bilinear systems; Fractional brownian motion integrator; Long range dependence; Stratonovich solution, stationarity

Indexed keywords

EID: 0033471974     PISSN: 10505164     EISSN: None     Source Type: Journal    
DOI: 10.1214/aoap/1029962597     Document Type: Article

References (10)

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