Title of article :
Viability for differential equations driven by fractional Brownian motion
Author/Authors :
Ioana Ciotir، نويسنده , , Aurel R??canu، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2009
Abstract :
In this paper we prove a viability result for multidimensional, time dependent, stochastic differential equations driven by fractional Brownian motion with Hurst parameter , using pathwise approach. The sufficient condition is also an alternative global existence result for the fractional differential equations with restrictions on the state.
Keywords :
ViabilityStochastic differential equationsFractional Brownian motion
Journal title :
JOURNAL OF DIFFERENTIAL EQUATIONS
Journal title :
JOURNAL OF DIFFERENTIAL EQUATIONS