scientific article; zbMATH DE number 5592551

zbMATH Open1199.60121MaRDI QIDQ5325341FDOQ5325341

Authors: S. V. Posashkov, Yuliya S. Mishura 

Publication date: 8 August 2009

Full work available at URL: http://www.ams.org/tpms/2008-76-00/S0094-9000-08-00737-0/home.html

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zbMATH Keywords

Wiener processstochastic differential equationfractional Brownian motion

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)

Cited In (7)

• Numerical simulation of the Hurst index of solutions of fractional stochastic dynamical systems driven by fractional Brownian motion
• Fixed points and exponential stability of stochastic functional partial differential equations driven by fractional Brownian motion
• The existence of the density for the solution of stochastic differential equation driven by fractional Brownian motion with Markovian switching
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• Deterministic characterization of viability for stochastic differential equation driven by fractional Brownian motion
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