Viability for differential equations driven by fractional Brownian motion
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Publication:833296
Abstract: In this paper we prove a viability result for multidimensional, time dependent, stochastic differential equations driven by fractional Brownian motion with Hurst parameter1/2 < H < 1, using pathwise approach. The sufficient condition is also an alternative global existence result for the fractional differential equations with restrictions on the state.
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Cited in
(18)- Uncertain fractional differential equations and an interest rate model
- Viability for mixed stochastic differential equations driven by fractional Brownian motion and its application
- Viability for stochastic functional differential equations with infinite memory driven by a fractional Brownian motion
- On the viability of solutions to conformable stochastic differential equations
- Viability property for multi-dimensional stochastic differential equation and its applications to comparison theorem
- Existence, uniqueness and stability of fuzzy fractional differential equations with local Lipschitz and linear growth conditions
- Viability for Itô stochastic systems with non-Lipschitzian coefficients and its application
- A sufficient condition of viability for fractional differential equations with the Caputo derivative
- Viability for stochastic differential equations driven by \(G\)-Brownian motion
- Invariance for rough differential equations
- Deterministic characterization of viability for stochastic differential equation driven by fractional Brownian motion
- Stochastic viability and comparison theorems for mixed stochastic differential equations
- Viability for coupled SDEs driven by fractional 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 impulsive stochastic differential inclusions driven by fractional Brownian motion
- State-constrained porous media control systems with application to stabilization
- Viability of fractional differential inclusions
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