Some properties of linear stochastic distributed parameter systems with fractional Brownian motion

Proceedings of the IEEE Conference on Decision and Control

Volumn 1, Issue , 2001, Pages 808-812

  Duncan, Tyrone E ^a   Maslowski, B ^a   Pasik Duncan, Bozenna ^a  

^a UNIVERSITY OF KANSAS   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

BROWNIAN MOVEMENT; GAUSSIAN NOISE (ELECTRONIC); LINEAR CONTROL SYSTEMS; MATHEMATICAL MODELS; STOCHASTIC CONTROL SYSTEMS; WAVE EQUATIONS;

LINEAR STOCHASTIC DISTRIBUTED PARAMETER SYSTEMS;

DISTRIBUTED PARAMETER CONTROL SYSTEMS;

EID: 0035712585     PISSN: 01912216     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (8)

1. Stochastic calculus for fractional Brownian motion. I: Theory
2. A parabolic stochastic differential equation with fractional Brownian motion input
3. Long-term storage capacity in reservoirs
4. Methods of using long-term storage in reservoirs
5. Wienersche spiralen und einige andere interessante Kurven im hilbertschen raum