Abstract: We deal with the stability problem of the scalar linear time invariant (LTI) stochastic system driven by fractional Brownian motion (fBm).
Abstract—We deal with the stability problem of the scalar linear time invariant (LTI) stochastic system driven by frac- tional Brownian motion (fBm).
Zeng C, Chen Y, Yang Q. Almost sure and moment stability properties of LTI stochastic dynamic systems driven by fractional Brownian motion. In: Proceedings of ...
Oct 6, 2012 · Abstract. We deal with the stability problem of the fractional order Black-Scholes model driven by fractional Brownian motion (fBm).
Zeng C, Chen Y, Yang Q. Almost sure and moment stability properties of LTI stochastic dynamic systems driven by fractional Brownian motion. In: Proceedings of ...
Mar 19, 2013 · We deal with the stability problem of the fractional order Black-Scholes model driven by fractional Brownian motion (fBm).
Almost sure and moment stability properties of fractional order Black ...
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Mar 19, 2013 · We deal with the stability problem of the fractional order Black-Scholes model driven by fractional Brownian motion (fBm).
Almost sure and moment stability properties of LTI stochastic dynamic systems driven by fractional B... December 2012. Caibin Zeng ...
Yang, Almost sure and moment stability properties of LTI stochastic dynamic systems driven by fractional Brownian motion. In: 51st IEEE Conference on ...
This paper presents a proof of almost sure asymptotic stability of trivial solution of stochastic systems of linear difference equations driven by -integrable ...
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