A stability result for stochastic differential equations driven by fractional Brownian motions

DOI10.1155/2012/281474zbMath1260.60111OpenAlexW2113941861WikidataQ58689560 ScholiaQ58689560MaRDI QIDQ1929674

Bruno Saussereau

Publication date: 9 January 2013

Published in: International Journal of Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2012/281474

zbMATH Keywords

stochastic differential equationsfractional Brownian motions

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (3)

T-stability of the Euler method for impulsive stochastic differential equations driven by fractional Brownian motion ⋮ Existence and upper bound for the density of solutions of stochastic differential equations driven by generalized grey noise ⋮ Impact of correlated noises on additive dynamical systems

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