Some Differential Systems Driven by a fBm with Hurst Parameter Greater than 1/4

DOI10.1007/978-3-642-29982-7_8zbMath1317.60073arXiv0901.2010OpenAlexW1618061998MaRDI QIDQ5261213

Samy Tindel, Iván Torrecilla

Publication date: 2 July 2015

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0901.2010

zbMATH Keywords

fractional Brownian motionstochastic delay equationsrough paths theory

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (3)

Stochastic delay equations with non-negativity constraints driven by fractional Brownian motion ⋮ Non-linear rough heat equations ⋮ Delay equations with non-negativity constraints driven by a Hölder continuous function of order \(\beta\in\left(\frac{1}{3},\frac{1}{2}\right)\)

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