Almost periodic solutions in distribution to affine stochastic differential equations driven by a fractional Brownian motion

DOI10.1007/S00009-022-01988-6MaRDI QIDQ2113579zbMATH OpenOpenAlexWikidataFDO

Authors Tassadit Akeb, Nordine Challali, Omar Mellah

Publication date 14 March 2022

Published in Mediterranean Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00009-022-01988-6

zbMATH Keywords

fractional Brownian motionalmost periodic solutionmultiple stochastic integralchaos decomposition

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Almost and pseudo-almost periodic solutions to ordinary differential equations (34C27) Foundations of stochastic processes (60G05)

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Cited in

(8)

• Almost periodic and periodic solutions of differential equations driven by the fractional Brownian motion with statistical application
• Affine periodic solutions for some stochastic differential equations
• scientific article; zbMATH DE number 6735136 (Why is no real title available?)
• scientific article; zbMATH DE number 6098791 (Why is no real title available?)
• Weyl almost periodic solutions in distribution to a mean-field stochastic differential equation driven by fractional Brownian motion
• Almost automorphic solutions for mean-field stochastic differential equations driven by fractional Brownian motion
• Almost automorphic solutions for stochastic differential equations driven by fractional Brownian motion
• Stationary and almost periodic solutions of almost periodic affine stochastic differential equations

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