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
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