A note on the generation of random dynamical systems from fractional stochastic delay differential equations

DOI10.1142/S0219493715500185zbMath1317.37099arXiv1309.6478OpenAlexW1970258405MaRDI QIDQ5255760

Stefan Siegmund, Luu Hoang Duc, Björn Schmalfuss

Publication date: 19 June 2015

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1309.6478

zbMATH Keywords

fractional Brownian motionstochastic differential equationsstochastic functional differential equationsstochastic delay differential equations

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) General theory of random and stochastic dynamical systems (37H05) Infinite-dimensional random dynamical systems; stochastic equations (37L55)

Related Items (4)

Stochastic shell models driven by a multiplicative fractional Brownian-motion ⋮ A note on exponential stability of non-autonomous linear stochastic differential delay equations driven by a fractional Brownian motion with Hurst index \(> \frac{1}{2}\) ⋮ Young Differential Delay Equations Driven by Hölder Continuous Paths ⋮ Pullback attractors for stochastic Young differential delay equations

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