Functional differential equations driven by a fractional Brownian motion

DOI10.1016/j.camwa.2011.05.055zbMath1228.60064OpenAlexW2050974528MaRDI QIDQ651554

Brahim Boufoussi, Salah Hajji

Publication date: 18 December 2011

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2011.05.055

zbMATH Keywords

fractional Brownian motionstochastic functional differential equationfractional integrals and derivatives

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Linear functional-differential equations (34K06)

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