Stochastic functional differential equation with infinite memory driven by a fractional Brownian motion with Hurst parameter H>1/2

DOI10.1080/17442508.2016.1155589zbMath1364.34118OpenAlexW2340206930WikidataQ115295073 ScholiaQ115295073MaRDI QIDQ2833707

Don Gayan Wilathgamuwa

Publication date: 25 November 2016

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2016.1155589

zbMATH Keywords

fractional Brownian motionstochastic functional differential equationinfinite memory

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50)

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