Mixed stochastic delay differential equations

DOI10.1090/S0094-9000-2015-00944-3zbMath1322.60097arXiv1306.0590MaRDI QIDQ2944762

Georgiy M. Shevchenko

Publication date: 8 September 2015

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1306.0590

zbMATH Keywords

Wiener processfractional Brownian motionstochastic delay differential equationmixed stochastic differential equationHölder continuous process

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)

Related Items (13)

A note on exponential stability of non-autonomous linear stochastic differential delay equations driven by a fractional Brownian motion with Hurst index \(> \frac{1}{2}\) ⋮ Parametric inference for stochastic differential equations driven by a mixed fractional Brownian motion with random effects based on discrete observations ⋮ Maximum likelihood estimation for stochastic differential equations driven by a mixed fractional Brownian motion with random effects ⋮ Fractional processes and their statistical inference: an overview ⋮ Parameter estimation in mixed fractional stochastic heat equation ⋮ Nonparametric estimation of trend for stochastic differential equations driven by mixed fractional Brownian motion ⋮ Existence and uniqueness for solutions of mixed stochastic delay differential equations ⋮ Nonparametric estimation for stochastic differential equations driven by mixed fractional Brownian motion with random effects ⋮ Young Differential Delay Equations Driven by Hölder Continuous Paths ⋮ Existence and uniqueness of a mild solution to the stochastic heat equation with white and fractional noises ⋮ Forward integrals and SDE with fractal noise ⋮ Two-time-scale stochastic differential delay equations driven by multiplicative fractional Brownian noise: averaging principle ⋮ A novel collocation approach to solve a nonlinear stochastic differential equation of fractional order involving a constant delay

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