Viability for stochastic functional differential equations with infinite memory driven by a fractional Brownian motion

DOI10.1016/j.physa.2019.121076OpenAlexW2945649898WikidataQ127845459 ScholiaQ127845459MaRDI QIDQ2161702

Li-Ping Xu

Publication date: 5 August 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2019.121076

zbMATH Keywords

fractional Brownian motionviabilityinfinite memorytangency property

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20) Statistical mechanics, structure of matter (82-XX)

Related Items (1)

Viability property for multi-dimensional stochastic differential equation and its applications to comparison theorem

Cites Work

• Convergence of delay differential equations driven by fractional Brownian motion
• Functional differential equations driven by a fractional Brownian motion
• Viability for differential equations driven by fractional Brownian motion
• Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter \(H> \frac12\)
• Integration with respect to fractal functions and stochastic calculus. I
• Viability for constrained stochastic differential equations
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• Viability for delay evolution equations with nonlocal initial conditions
• A viability theorem for set-valued states in a Hilbert space
• Stochastic functional differential equation with infinite memory driven by a fractional Brownian motion with Hurst parameter H>1/2
• The viability theorem for stochastic differential inclusions²
• VIABILITY FOR SEMILINEAR DIFFERENTIAL EQUATIONS OF RETARDED TYPE
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