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contributor authorThao, Tran Hung
date accessioned2017-05-09T00:57:05Z
date available2017-05-09T00:57:05Z
date issued2013
identifier issn1555-1415
identifier othercnd_8_3_031015.pdf
identifier urihttp://yetl.yabesh.ir/yetl/handle/yetl/151197
description abstractIn 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.
publisherThe American Society of Mechanical Engineers (ASME)
titleA Practical Approach to Fractional Stochastic Dynamics
typeJournal Paper
journal volume8
journal issue3
journal titleJournal of Computational and Nonlinear Dynamics
identifier doi10.1115/1.4023354
journal fristpage31015
journal lastpage31015
identifier eissn1555-1423
treeJournal of Computational and Nonlinear Dynamics:;2013:;volume( 008 ):;issue: 003
contenttypeFulltext


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