Stability of linear stochastic differential equations of mixed type with fractional Brownian motions

DOI10.1134/S0012266121050025zbMath1475.60103OpenAlexW3166566946MaRDI QIDQ2034728

I. V. Kachan

Publication date: 23 June 2021

Published in: Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0012266121050025

zbMATH Keywords

fractional Brownian motionshomogeneous stochastic differential equations

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)

Related Items (1)

Stability of solutions of stochastic differential equations weakly controlled by rough paths with arbitrary positive Hölder exponent

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