A note on exponential stability of non-autonomous linear stochastic differential delay equations driven by a fractional Brownian motion with Hurst index \(> \frac{1}{2}\)
type: Item
instance of: scholarly article
title: A note on exponential stability of non-autonomous linear stochastic differential delay equations driven by a fractional Brownian motion with Hurst index \(> \frac{1}{2}\)
zbMATH Open document ID: 1391.60140
author: Phan Thanh Hong
author: Cao Tan Binh
published in: Statistics \& Probability Letters
publication date: 2018-06-20T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60G22
zbMATH DE Number: 6891977
zbMATH Keywords: stochastic differential delay equations driven by fBm
zbMATH Keywords: Young integral
zbMATH Keywords: fractional derivatives
zbMATH Keywords: exponential stability
MaRDI profile type: Publication
full work available at URL: j.spl.2018.02.064
OpenAlex ID: W2791867412
Wikidata QID: Q115566844
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DOI: 10.1016/J.SPL.2018.02.064
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description: scientific article; zbMATH DE number 6891977