FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W1736100133> ?p ?o ?g. }

• W1736100133 abstract "Some results for stochastic calculus for a fractional Brownian motion are described and an application to identification is given. A stochastic integral is defined that has mean zero and an explicit expression is given for the second moment. Another stochastic integral is defined and the two stochastic integrals are explicitly related. An Ito formula is given for a smooth function of a fractional Brownian motion. A parameter identification problem is described for a linear stochastic differential equation with fractional Brownian motion and a family of strongly consistent estimates is given." @default.
• W1736100133 created "2016-06-24" @default.
• W1736100133 creator A5029118728 @default.
• W1736100133 creator A5054666993 @default.
• W1736100133 creator A5069396700 @default.
• W1736100133 date "2003-01-22" @default.
• W1736100133 modified "2023-10-18" @default.
• W1736100133 title "Some methods of stochastic calculus for fractional Brownian motion" @default.
• W1736100133 cites W1978094758 @default.
• W1736100133 cites W2003505122 @default.
• W1736100133 cites W2015714729 @default.
• W1736100133 cites W2029774109 @default.
• W1736100133 cites W2031753087 @default.
• W1736100133 cites W2069786653 @default.
• W1736100133 cites W2105818147 @default.
• W1736100133 cites W2167457960 @default.
• W1736100133 cites W2180071254 @default.
• W1736100133 cites W67284852 @default.
• W1736100133 cites W3144281259 @default.
• W1736100133 doi "https://doi.org/10.1109/cdc.1999.831282" @default.
• W1736100133 hasPublicationYear "2003" @default.
• W1736100133 type Work @default.
• W1736100133 sameAs 1736100133 @default.
• W1736100133 citedByCount "6" @default.
• W1736100133 crossrefType "proceedings-article" @default.
• W1736100133 hasAuthorship W1736100133A5029118728 @default.
• W1736100133 hasAuthorship W1736100133A5054666993 @default.
• W1736100133 hasAuthorship W1736100133A5069396700 @default.
• W1736100133 hasConcept C101615488 @default.
• W1736100133 hasConcept C105795698 @default.
• W1736100133 hasConcept C108819105 @default.
• W1736100133 hasConcept C112401455 @default.
• W1736100133 hasConcept C11255438 @default.
• W1736100133 hasConcept C116779161 @default.
• W1736100133 hasConcept C121332964 @default.
• W1736100133 hasConcept C134306372 @default.
• W1736100133 hasConcept C15184713 @default.
• W1736100133 hasConcept C154249771 @default.
• W1736100133 hasConcept C16672771 @default.
• W1736100133 hasConcept C179254644 @default.
• W1736100133 hasConcept C199343813 @default.
• W1736100133 hasConcept C2777686260 @default.
• W1736100133 hasConcept C28826006 @default.
• W1736100133 hasConcept C3017618536 @default.
• W1736100133 hasConcept C33923547 @default.
• W1736100133 hasConcept C41008148 @default.
• W1736100133 hasConcept C51955184 @default.
• W1736100133 hasConcept C53920899 @default.
• W1736100133 hasConcept C56739046 @default.
• W1736100133 hasConcept C62520636 @default.
• W1736100133 hasConcept C63331456 @default.
• W1736100133 hasConcept C68710425 @default.
• W1736100133 hasConcept C71924100 @default.
• W1736100133 hasConcept C74650414 @default.
• W1736100133 hasConcept C78045399 @default.
• W1736100133 hasConcept C8272713 @default.
• W1736100133 hasConcept C84114770 @default.
• W1736100133 hasConcept C84629840 @default.
• W1736100133 hasConceptScore W1736100133C101615488 @default.
• W1736100133 hasConceptScore W1736100133C105795698 @default.
• W1736100133 hasConceptScore W1736100133C108819105 @default.
• W1736100133 hasConceptScore W1736100133C112401455 @default.
• W1736100133 hasConceptScore W1736100133C11255438 @default.
• W1736100133 hasConceptScore W1736100133C116779161 @default.
• W1736100133 hasConceptScore W1736100133C121332964 @default.
• W1736100133 hasConceptScore W1736100133C134306372 @default.
• W1736100133 hasConceptScore W1736100133C15184713 @default.
• W1736100133 hasConceptScore W1736100133C154249771 @default.
• W1736100133 hasConceptScore W1736100133C16672771 @default.
• W1736100133 hasConceptScore W1736100133C179254644 @default.
• W1736100133 hasConceptScore W1736100133C199343813 @default.
• W1736100133 hasConceptScore W1736100133C2777686260 @default.
• W1736100133 hasConceptScore W1736100133C28826006 @default.
• W1736100133 hasConceptScore W1736100133C3017618536 @default.
• W1736100133 hasConceptScore W1736100133C33923547 @default.
• W1736100133 hasConceptScore W1736100133C41008148 @default.
• W1736100133 hasConceptScore W1736100133C51955184 @default.
• W1736100133 hasConceptScore W1736100133C53920899 @default.
• W1736100133 hasConceptScore W1736100133C56739046 @default.
• W1736100133 hasConceptScore W1736100133C62520636 @default.
• W1736100133 hasConceptScore W1736100133C63331456 @default.
• W1736100133 hasConceptScore W1736100133C68710425 @default.
• W1736100133 hasConceptScore W1736100133C71924100 @default.
• W1736100133 hasConceptScore W1736100133C74650414 @default.
• W1736100133 hasConceptScore W1736100133C78045399 @default.
• W1736100133 hasConceptScore W1736100133C8272713 @default.
• W1736100133 hasConceptScore W1736100133C84114770 @default.
• W1736100133 hasConceptScore W1736100133C84629840 @default.
• W1736100133 hasLocation W17361001331 @default.
• W1736100133 hasOpenAccess W1736100133 @default.
• W1736100133 hasPrimaryLocation W17361001331 @default.
• W1736100133 hasRelatedWork W150622560 @default.
• W1736100133 hasRelatedWork W165622181 @default.
• W1736100133 hasRelatedWork W1761897874 @default.
• W1736100133 hasRelatedWork W1964001942 @default.
• W1736100133 hasRelatedWork W1969623897 @default.
• W1736100133 hasRelatedWork W1977329985 @default.
• W1736100133 hasRelatedWork W1995998075 @default.
• W1736100133 hasRelatedWork W2075686781 @default.
• W1736100133 hasRelatedWork W2083036093 @default.

• next