Stability and attraction of solutions of nonlinear stochastic differential equations with standard and fractional Brownian motions

DOI10.1134/S0012266117020021zbMath1376.60067MaRDI QIDQ2358653

M. M. Vas'kovskii

Publication date: 15 June 2017

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

zbMATH Keywords

fractional Brownian motions

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability of solutions to ordinary differential equations (34D20) Ordinary differential equations and systems with randomness (34F05)

Related Items (5)

Finiteness of moments of solutions to mixed-type stochastic differential equations driven by standard and fractional Brownian motions ⋮ Asymptotic expansions of solutions of stochastic differential equations driven by multivariate fractional Brownian motions having Hurst indices greater than 1/3 ⋮ Stability of linear stochastic differential equations of mixed type with fractional Brownian motions ⋮ Existence and uniqueness of solutions of differential equations weakly controlled by rough paths with an arbitrary positive Hölder exponent ⋮ Stability of solutions of stochastic differential equations weakly controlled by rough paths with arbitrary positive Hölder exponent

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