Presentation Name: Stochastic Equations Driven by Cylindrical Fractional Brownian Motion
Presenter: Professor Bozenna Pasik- Duncan
Date: 2009-12-21
Location: 光华东主楼1801
Abstract:

Different types of solutions driven by a cylindrical fractional Brownian motion will be considered.  Some solutions will be presented and the level of difficulties in obtaining them will be discussed.  Control problems and adaptive control problems                 will be formulated for control systems described by stochastic differential equations with a noise modeled by fractional Brownian motion. Solutions of those problems in                 some cases will discussed.

 

Annual Speech Directory: No.130

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