Lyapunov techniques for stochastic differential equations driven by fractional Brownian motion

DOI10.1155/2014/292653zbMath1406.93378OpenAlexW2070847064WikidataQ59037770 ScholiaQ59037770MaRDI QIDQ1723782

Caibin Zeng, Qi-Gui Yang, Yang Quan Chen

Publication date: 14 February 2019

Published in: Abstract and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/292653

zbMATH Keywords

fractional Brownian motionstochastic differential equationsstochastic stabilityLyapunov technique

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Control/observation systems governed by ordinary differential equations (93C15)

Related Items (5)

Stability for a class of semilinear fractional stochastic integral equations ⋮ Robust \(H_\infty\) filtering and control for a class of linear systems with fractional stochastic noise ⋮ T-stability of the Euler method for impulsive stochastic differential equations driven by fractional Brownian motion ⋮ NUMERICAL SOLUTION OF PERSISTENT PROCESSES-BASED FRACTIONAL STOCHASTIC DIFFERENTIAL EQUATIONS ⋮ Qualitative analysis of fractional stochastic differential equations with variable order fractional derivative

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