The existence of a positive solution for a generalized delay logistic equation with multifractional noise

DOI10.1016/j.spl.2012.12.029zbMath1267.60068OpenAlexW2011225398MaRDI QIDQ1950777

Nguyen Tien Dung

Publication date: 13 May 2013

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.12.029

zbMATH Keywords

Malliavin calculusdelay logistic equationsVolterra multifractional Gaussian processes

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Stochastic calculus of variations and the Malliavin calculus (60H07)

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Cites Work

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• Delay equations driven by rough paths
• Higher-order implicit strong numerical schemes for stochastic differential equations
• The Malliavin Calculus and Related Topics
• An Introduction to (Stochastic) Calculus with Respect to Fractional Brownian Motion
• Stochastic calculus with respect to Gaussian processes