Semilinear fractional stochastic differential equations driven by a γ-Hölder continuous signal with γ > 2/3 (Q4965633): Difference between revisions

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scientific article; zbMATH DE number 7318761

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English	Semilinear fractional stochastic differential equations driven by a γ-Hölder continuous signal with γ > 2/3	scientific article; zbMATH DE number 7318761

Statements

instance of

scholarly article

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title

Semilinear fractional stochastic differential equations driven by a γ-Hölder continuous signal with γ > 2/3 (English)

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published in

Stochastics and Dynamics

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publication date

9 March 2021

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zbMATH Keywords

fractional Brownian motion

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fractional derivatives and integrals

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fractional differential equations

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Hölder continuous functions

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existence and uniqueness of solutions for stochastic differential equations

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Young integral

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author

Jorge A. Leon

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David Márquez-Carreras

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MaRDI profile type

MaRDI publication profile

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cites work

Stochastic Stratonovich calculus fBm for fractional Brownian motion with Hurst parameter less than \(1/2\)

0 references

Delay equations with non-negativity constraints driven by a Hölder continuous function of order \(\beta\in\left(\frac{1}{3},\frac{1}{2}\right)\)

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STOCHASTIC VOLTERRA EQUATIONS DRIVEN BY FRACTIONAL BROWNIAN MOTION WITH HURST PARAMETER H > 1/2

0 references

Functional differential equations in Hilbert spaces driven by a fractional Brownian motion

0 references

Q2752090

0 references

Stochastic analysis, rough path analysis and fractional Brownian motions.

0 references

Q5424909

0 references

Regularity properties of some stochastic Volterra integrals with singular kernel

0 references

Stability analysis of linear fractional differential system with multiple time delays

0 references

Non-linear rough heat equations

0 references

ROUGH VOLTERRA EQUATIONS 1: THE ALGEBRAIC INTEGRATION SETTING

0 references

Rough Volterra equations. II: Convolutional generalized integrals

0 references

Retarded evolution systems driven by fractional Brownian motion with Hurst parameter \(H>1/2\)

0 references

Q4229941

0 references

Stochastic Volterra equations driven by fractional Brownian motion

0 references

Stability for a class of semilinear fractional stochastic integral equations

0 references

Fractional stochastic differential equation with discontinuous diffusion

0 references

Q3172197

0 references

Controlling rough paths

0 references

Q2735592

0 references

Solution of system of fractional differential equations by Adomian decomposition method

0 references

Q5699297

0 references

Basic theory of fractional differential equations

0 references

Young differential equations with power type nonlinearities

0 references

Malliavin calculus for fractional delay equations

0 references

Semilinear fractional stochastic differential equations

0 references

Stability of fractional-order nonlinear dynamic systems: Lyapunov direct method and generalized Mittag-Leffler stability

0 references

Stochastic analysis of fractional brownian motions

0 references

Differential equations driven by rough signals. I: An extension of an inequality of L. C. Young

0 references

Stochastic calculus for fractional Brownian motion and related processes.

0 references

Lyapunov stability solutions of fractional integrodifferential equations

0 references

Q4811448

0 references

Differential equations driven by fractional Brownian motion

0 references

Fractional differential equations. An introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications

0 references

On the stability of linear systems with fractional-order elements

0 references

Q3141895

0 references

Stochastic Volterra equation driven by Wiener process and fractional Brownian motion

0 references

On chaos synchronization of fractional differential equations

0 references

Q5409475

0 references

An inequality of the Hölder type, connected with Stieltjes integration

0 references

Integration with respect to fractal functions and stochastic calculus. I

0 references

Identifiers

zbMATH Open document ID

1470.60193

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DOI

10.1142/S0219493720500392

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:4965633

@@ Property / cites work @@
+Stochastic Stratonovich calculus fBm for fractional Brownian motion with Hurst parameter less than \(1/2\)
+Normal rank
@@ Property / cites work @@
+Delay equations with non-negativity constraints driven by a Hölder continuous function of order \(\beta\in\left(\frac{1}{3},\frac{1}{2}\right)\)
+Normal rank
@@ Property / cites work @@
+STOCHASTIC VOLTERRA EQUATIONS DRIVEN BY FRACTIONAL BROWNIAN MOTION WITH HURST PARAMETER H &gt; 1/2
+Normal rank
@@ Property / cites work @@
+Functional differential equations in Hilbert spaces driven by a fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Q2752090
@@ Property / cites work: Q2752090 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic analysis, rough path analysis and fractional Brownian motions.
+Normal rank
@@ Property / cites work @@
+Q5424909
@@ Property / cites work: Q5424909 / rank @@
+Normal rank
@@ Property / cites work @@
+Regularity properties of some stochastic Volterra integrals with singular kernel
+Normal rank
@@ Property / cites work @@
+Stability analysis of linear fractional differential system with multiple time delays
+Normal rank
@@ Property / cites work @@
+Non-linear rough heat equations
@@ Property / cites work: Non-linear rough heat equations / rank @@
+Normal rank
@@ Property / cites work @@
+ROUGH VOLTERRA EQUATIONS 1: THE ALGEBRAIC INTEGRATION SETTING
+Normal rank
@@ Property / cites work @@
+Rough Volterra equations. II: Convolutional generalized integrals
+Normal rank
@@ Property / cites work @@
+Retarded evolution systems driven by fractional Brownian motion with Hurst parameter \(H>1/2\)
+Normal rank
@@ Property / cites work @@
+Q4229941
@@ Property / cites work: Q4229941 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Volterra equations driven by fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Stability for a class of semilinear fractional stochastic integral equations
+Normal rank
@@ Property / cites work @@
+Fractional stochastic differential equation with discontinuous diffusion
+Normal rank
@@ Property / cites work @@
+Q3172197
@@ Property / cites work: Q3172197 / rank @@
+Normal rank
@@ Property / cites work @@
+Controlling rough paths
@@ Property / cites work: Controlling rough paths / rank @@
+Normal rank
@@ Property / cites work @@
+Q2735592
@@ Property / cites work: Q2735592 / rank @@
+Normal rank
@@ Property / cites work @@
+Solution of system of fractional differential equations by Adomian decomposition method
+Normal rank
@@ Property / cites work @@
+Q5699297
@@ Property / cites work: Q5699297 / rank @@
+Normal rank
@@ Property / cites work @@
+Basic theory of fractional differential equations
@@ Property / cites work: Basic theory of fractional differential equations / rank @@
+Normal rank
@@ Property / cites work @@
+Young differential equations with power type nonlinearities
+Normal rank
@@ Property / cites work @@
+Malliavin calculus for fractional delay equations
@@ Property / cites work: Malliavin calculus for fractional delay equations / rank @@
+Normal rank
@@ Property / cites work @@
+Semilinear fractional stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Stability of fractional-order nonlinear dynamic systems: Lyapunov direct method and generalized Mittag-Leffler stability
+Normal rank
@@ Property / cites work @@
+Stochastic analysis of fractional brownian motions
+Normal rank
@@ Property / cites work @@
+Differential equations driven by rough signals. I: An extension of an inequality of L. C. Young
+Normal rank
@@ Property / cites work @@
+Stochastic calculus for fractional Brownian motion and related processes.
+Normal rank
@@ Property / cites work @@
+Lyapunov stability solutions of fractional integrodifferential equations
+Normal rank
@@ Property / cites work @@
+Q4811448
@@ Property / cites work: Q4811448 / rank @@
+Normal rank
@@ Property / cites work @@
+Differential equations driven by fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Fractional differential equations. An introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications
+Normal rank
@@ Property / cites work @@
+On the stability of linear systems with fractional-order elements
+Normal rank
@@ Property / cites work @@
+Q3141895
@@ Property / cites work: Q3141895 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Volterra equation driven by Wiener process and fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+On chaos synchronization of fractional differential equations
+Normal rank
@@ Property / cites work @@
+Q5409475
@@ Property / cites work: Q5409475 / rank @@
+Normal rank
@@ Property / cites work @@
+An inequality of the Hölder type, connected with Stieltjes integration
+Normal rank
@@ Property / cites work @@
+Integration with respect to fractal functions and stochastic calculus. I
+Normal rank