A note on exponential stability of non-autonomous linear stochastic differential delay equations driven by a fractional Brownian motion with Hurst index \(> \frac{1}{2}\)
DOI10.1016/j.spl.2018.02.064zbMath1391.60140OpenAlexW2791867412WikidataQ115566844 ScholiaQ115566844MaRDI QIDQ1642262
Publication date: 20 June 2018
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2018.02.064
fractional derivativesexponential stabilityYoung integralstochastic differential delay equations driven by fBm
Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
Related Items (5)
Cites Work
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