Viability for coupled SDEs driven by fractional Brownian motion

DOI10.1007/S00245-021-09761-ZzbMATH Open1480.60093OpenAlexW3154542470MaRDI QIDQ2238952FDOQ2238952

Authors: 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

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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)

Cites Work

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Cited In (4)

• Viability for differential equations driven by fractional Brownian motion
• Viability for impulsive stochastic differential inclusions driven by fractional Brownian motion
• Deterministic characterization of viability for stochastic differential equation driven by fractional Brownian motion
• Viability for mixed stochastic differential equations driven by fractional Brownian motion and its application

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