Viability for differential equations driven by fractional Brownian motion

DOI10.1016/j.jde.2009.06.002zbMath1168.60018arXiv0808.3997MaRDI QIDQ833296

Ioana Ciotir, Aurel Răşcanu

Publication date: 12 August 2009

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0808.3997

zbMATH Keywords

fractional Brownian motion; stochastic differential equations; viability

Mathematics Subject Classification ID

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

60H20: Stochastic integral equations

Related Items

Viability property for multi-dimensional stochastic differential equation and its applications to comparison theorem, Viability for mixed stochastic differential equations driven by fractional Brownian motion and its application, A sufficient condition of viability for fractional differential equations with the Caputo derivative, Existence, uniqueness and stability of fuzzy fractional differential equations with local Lipschitz and linear growth conditions, Viability for stochastic differential equations driven by \(G\)-Brownian motion, Invariance of closed convex sets for stochastic functional differential equations, Viability for stochastic functional differential equations in Hilbert spaces driven by fractional Brownian motion, Viability for stochastic functional differential equations with infinite memory driven by a fractional Brownian motion, Viability for coupled SDEs driven by fractional Brownian motion, Stochastic viability and comparison theorems for mixed stochastic differential equations, Viability of fractional differential inclusions, Invariance for rough differential equations, State-constrained porous media control systems with application to stabilization, Uncertain fractional differential equations and an interest rate model

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