Stability of stochastic differential equations driven by multifractional Brownian motion

DOI10.1515/ROSE-2021-2055zbMath1479.60111OpenAlexW3148440750WikidataQ115235766 ScholiaQ115235766MaRDI QIDQ2042917

Oussama El Barrimi, Youssef Ouknine

Publication date: 22 July 2021

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose-2021-2055

zbMATH Keywords

stabilitystochastic differential equationsmultifractional Brownian motionpathwise uniqueness

Mathematics Subject Classification ID

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

Cites Work

• Elliptic Gaussian random processes
• Fractional Brownian motion and multifractional Brownian motion of Riemann-Liouville type
• Compactification methods in the control of degenerate diffusions: existence of an optimal control
• Fractional Brownian Motions, Fractional Noises and Applications
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