Viability for coupled SDEs driven by fractional Brownian motion

DOI10.1007/s00245-021-09761-zzbMath1480.60093OpenAlexW3154542470MaRDI QIDQ2238952

Yanyan Li

Publication date: 2 November 2021

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00245-021-09761-z

zbMATH Keywords

fractional Brownian motionexistence and uniquenessviabilitycoupled systems

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (1)

Viability for mixed stochastic differential equations driven by fractional Brownian motion and its application

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