• 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
  • Pages
    24
  • From page
    1505
  • To page
    1528
  • 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
  • Serial Year
    2009
  • Journal title
    JOURNAL OF DIFFERENTIAL EQUATIONS
  • Record number

    751569