Stability of stochastic differential equations driven by multifractional Brownian motion
type: Item
instance of: scholarly article
title: Stability of stochastic differential equations driven by multifractional Brownian motion
zbMATH Open document ID: 1479.60111
author: Oussama El Barrimi
author: Youssef Ouknine
published in: Random Operators and Stochastic Equations
publication date: 2021-07-22T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60G22
zbMATH DE Number: 7373665
zbMATH Keywords: stochastic differential equations
zbMATH Keywords: stability
zbMATH Keywords: pathwise uniqueness
zbMATH Keywords: multifractional Brownian motion
Wikidata QID: Q115235766
MaRDI profile type: Publication
full work available at URL: rose-2021-2055
OpenAlex ID: W3148440750
cites work: Q4213420
cites work: Elliptic Gaussian random processes
cites work: Q5848416
cites work: Compactification methods in the control of degenerate diffusions: existence of an optimal control
cites work: Q3959169
cites work: Fractional Brownian motion and multifractional Brownian motion of Riemann-Liouville type
cites work: Fractional Brownian Motions, Fractional Noises and Applications
cites work: Q4001428
DOI: 10.1515/ROSE-2021-2055
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description: scientific article; zbMATH DE number 7373665