A Practical Approach to Fractional Stochastic DynamicsSource: Journal of Computational and Nonlinear Dynamics:;2013:;volume( 008 ):;issue: 003::page 31015Author:Thao, Tran Hung
DOI: 10.1115/1.4023354Publisher: The American Society of Mechanical Engineers (ASME)
Abstract: In this note we present some results on stochastic dynamics with respect to a fractional Brownian motion from a L2approximation approach. A new and simple definition of fractional stochastic integral is introduced and a theorem of existence and uniqueness for fractional stochastic differential equations is established.
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| contributor author | Thao, Tran Hung | |
| date accessioned | 2017-05-09T00:57:05Z | |
| date available | 2017-05-09T00:57:05Z | |
| date issued | 2013 | |
| identifier issn | 1555-1415 | |
| identifier other | cnd_8_3_031015.pdf | |
| identifier uri | http://yetl.yabesh.ir/yetl/handle/yetl/151197 | |
| description abstract | In this note we present some results on stochastic dynamics with respect to a fractional Brownian motion from a L2approximation approach. A new and simple definition of fractional stochastic integral is introduced and a theorem of existence and uniqueness for fractional stochastic differential equations is established. | |
| publisher | The American Society of Mechanical Engineers (ASME) | |
| title | A Practical Approach to Fractional Stochastic Dynamics | |
| type | Journal Paper | |
| journal volume | 8 | |
| journal issue | 3 | |
| journal title | Journal of Computational and Nonlinear Dynamics | |
| identifier doi | 10.1115/1.4023354 | |
| journal fristpage | 31015 | |
| journal lastpage | 31015 | |
| identifier eissn | 1555-1423 | |
| tree | Journal of Computational and Nonlinear Dynamics:;2013:;volume( 008 ):;issue: 003 | |
| contenttype | Fulltext |