Functional differential equations driven by a fractional Brownian motion

DOI10.1016/J.CAMWA.2011.05.055MaRDI QIDQ651554zbMATH OpenOpenAlexFDO

Authors Brahim Boufoussi, Salah Hajji

Publication date 18 December 2011

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.camwa.2011.05.055

zbMATH Keywords

fractional Brownian motionstochastic functional differential equationfractional integrals and derivatives

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Linear functional-differential equations (34K06)

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Cited in

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• Retarded evolution systems driven by fractional Brownian motion with Hurst parameter \(H>1/2\)
• Impulsive fractional stochastic differential inclusions driven by sub-fractional Brownian motion with infinite delay and sectorial operators
• A time fractional functional differential equation driven by the fractional Brownian motion
• Ergodicity of stochastic differential equations driven by fractional Brownian motion
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• A note on the generation of random dynamical systems from fractional stochastic delay differential equations
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• Young differential delay equations driven by Hölder continuous paths
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