Convergence of delay differential equations driven by fractional Brownian motion
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Publication:423433
DOI10.1007/s00028-010-0069-8zbMath1239.60040arXiv0903.5498MaRDI QIDQ423433
Publication date: 2 June 2012
Published in: Journal of Evolution Equations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0903.5498
60G22: Fractional processes, including fractional Brownian motion
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60H05: Stochastic integrals
60H07: Stochastic calculus of variations and the Malliavin calculus
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Cites Work
- Malliavin calculus for fractional delay equations
- Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter \(H> \frac12\)
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- Integration with respect to fractal functions and stochastic calculus. I
- Differential equations driven by fractional Brownian motion
- Differential equations driven by rough signals. I: An extension of an inequality of L. C. Young
- An inequality of the Hölder type, connected with Stieltjes integration
