Some Results on Dynamics with Correlated Noises in Fractional White Noise Framework

来源 :第一届随机动力学国际会议暨第四届随机动力系统国际会议(The First International Conferenc | 被引量 : 0次 | 上传用户:linkageldap
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  Impact of correlated noises on dynamical systems is investigated by considering Fokker-Planck type equations under the fractional white noise measure,which correspond to stochastic differential equations driven by fractional Brownian motions with the Hurst parameter $H>\frac{1}{2}$.
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