Asymptotic behavior of linear fractional stochastic differential equations with time-varying delays

DOI10.1016/j.cnsns.2013.06.004zbMath1344.34086MaRDI QIDQ314257

Mohammad Hasan, M. Dambrine

Publication date: 13 September 2016

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cnsns.2013.06.004

zbMATH Keywords

asymptotic behavior; fractional Brownian motion; stochastic delay differential equation

Mathematics Subject Classification ID

60G22: Fractional processes, including fractional Brownian motion

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

34K25: Asymptotic theory of functional-differential equations

34K50: Stochastic functional-differential equations

34K37: Functional-differential equations with fractional derivatives