Estimation of drift parameter and change point via Kalman-Bucy filter for linear systems with signal driven by a fractional Brownian motion and observation driven by a Brownian motion

Mahend ,  a Nath Mish ,  a 외 3명

대한수학회지

2018 .01

Investigation for Motion of Brownian-magnetic Nanoparticles in the Magnetic Field

Bumjun Cha ,  Jaemoon Yang ,  Yong-Min Huh 외 2명

한국자기학회 학술연구발표회 논문개요집

2008 .12

Some Limit Theorems for Fractional Levy Brownian Motions on Rectangles in the Plane

Hwang ,  Kyo-Shin ,  Kang 외 8명

JKSS(Journal of the Korean Statistical Society)

1999 .01

Brownian Motion of Magnetic Cube Chain Under External Magnetic Field

Sang-Hyuk Lee ,  Seung-Young Pa ,  k 외 4명

한국자기학회 학술연구발표회 논문개요집

2017 .11

Deciding a sampling Length for estimating the parameters in Geometric Brownian Motion

Jun Mo Song

한국데이터정보과학회지

2011 .06

A JOINT DISTRIBUTION OF TWO-DIMENSIONAL BROWNIAN MOTION WITH AN APPLICATION TO AN OUTSIDE BARRIER OPTION

Lee ,  Hang-Suck

JKSS(Journal of the Korean Statistical Society)

2004 .01

The law of a stochastic integral with two independent bifractional Brownian motions

Junfeng Liu

대한수학회논문집

2011 .01

A note on functional limit theorem for the increments of FBM in sup-norm

황교신

East Asian Mathematical Journal

2008 .01

WEAK CONVERGENCE FOR MULTIPLE STOCHASTIC INTEGRALS IN SKOROHOD SPACE

김윤태

한국수학논문집

2014 .01

Stochastic differential equations driven by an additive fractional Brownian sheet

Oussama El Ba ,  imi ,  Youssef Ouknine

대한수학회보

2019 .01

On estimates of Poisson kernels for symmetric Levy processes

강재훈 ,  김판기

대한수학회지

2013 .01

A Model for a Continuous State System with (s,S) Repair Policy

Pa ,  k ,  Won-J. 외 4명

JKSS(Journal of the Korean Statistical Society)

1996 .01

Generalized matrix functions, irreducibility and equality

Mohammad Hossein Jafa ,  i ,  Ali Reza Madadi

대한수학회보

2014 .01

Operator fractional Brownian sheet and martingale differences

Hongshuai Dai ,  Guangjun Shen ,  Liangwen Xia

대한수학회보

2018 .01