Asymptotic behavior of linear fractional stochastic differential equations with time-varying delays

DOI10.1016/j.cnsns.2013.06.004zbMath1344.34086OpenAlexW2095478998MaRDI QIDQ314257

Mohammad Hasan, M. Dambrine

Publication date: 13 September 2016

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cnsns.2013.06.004

zbMATH Keywords

asymptotic behaviorfractional Brownian motionstochastic delay differential equation

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Asymptotic theory of functional-differential equations (34K25) Stochastic functional-differential equations (34K50) Functional-differential equations with fractional derivatives (34K37)

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