Institute of Information Theory and Automation

Stochastic differential equations involving fractional Brownian motion

Lecturer: Yuliya Mishura
Institute: Taras Shevchenko National University of Kyiv
Date and time: 10.01.2011 - 17:06
Room: 203
Department: Stochastic Informatics (SI)

Details:

Abstract - Postscript, PDF
Institute of Information Theory and Automation