Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter H> 12
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Cites work
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- scientific article; zbMATH DE number 2096685 (Why is no real title available?)
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- Complete Models with Stochastic Volatility
- Differential equations driven by fractional Brownian motion
- Forward, backward and symmetric stochastic integration
- Fractional {O}rnstein-{U}hlenbeck processes
- Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion
- Integration questions related to fractional Brownian motion
- Intégrale stochastique pour le mouvement brownien fractionnaire
- Stochastic analysis, rough path analysis and fractional Brownian motions.
- Stochastic differential equations for fractional Brownian motions
- Stochastic integration with respect to the fractional Brownian motion
- The law of the solution to a nonlinear hyperbolic SPDE
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- A time fractional functional differential equation driven by the fractional Brownian motion
- Maximum principle for optimal control problem of stochastic delay differential equations driven by fractional Brownian motions
- Optimal approximation of SDE's with additive fractional noise
- Mean-square dissipative methods for stochastic age-dependent capital system with fractional Brownian motion and jumps
- Neutral stochastic partial differential equations with delay driven by Rosenblatt process in a Hilbert space
- Bismut type derivative formulae and gradient estimate for multiplicative SDEs with fractional noises
- Bismut formulas and applications for stochastic (functional) differential equations driven by fractional Brownian motions
- Delay equations with non-negativity constraints driven by a Hölder continuous function of order \(\beta\in\left(\frac{1}{3},\frac{1}{2}\right)\)
- Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem
- Stochastic delay differential equations in a Hilbert space driven by fractional Brownian motion
- Viability for stochastic functional differential equations in Hilbert spaces driven by fractional Brownian motion
- On some fractional stochastic delay differential equations
- Paracontrolled distribution approach to stochastic Volterra equations
- Existence and uniqueness of mild solutions to neutral impulsive fractional stochastic delay differential equations driven by both Brownian motion and fractional Brownian motion
- Stability of delayed impulsive stochastic differential equations driven by a fractional Brown motion with time-varying delay
- Exponential stability for stochastic neutral functional differential equations driven by Rosenblatt process with delay and Poisson jumps
- Global attracting sets of neutral stochastic functional integro-differential equations driven by a fractional Brownian motion
- Convergence of delay differential equations driven by fractional Brownian motion
- Convergence of solutions of mixed stochastic delay differential equations with applications
- Neutral stochastic functional differential equations driven by a fractional Brownian motion in a Hilbert space
- The existence and exponential behavior of solutions to stochastic delay evolution equations with a fractional Brownian motion
- Stochastic delay equations with non-negativity constraints driven by fractional Brownian motion
- Neutral delay Hilfer fractional integrodifferential equations with fractional Brownian motion
- Solvability and stability for neutral stochastic integro-differential equations driven by fractional Brownian motion with impulses
- Zero delay convergence of the solution to a singular stochastic delay differential equation driven by fractional Brownian motion
- Functional differential equations driven by a fractional Brownian motion
- Neutral stochastic integrodifferential equations driven by a fractional Brownian motion with impulsive effects and time-varying delays
- The transport equation and zero quadratic variation processes
- Malliavin calculus for fractional delay equations
- A note on exponential stability of non-autonomous linear stochastic differential delay equations driven by a fractional Brownian motion with Hurst index \(> \frac{1}{2}\)
- Some differential systems driven by a fBm with Hurst parameter greater than \(1/4\)
- Exponential stability of fractional stochastic differential equations with distributed delay
- Stochastic functional differential equation with infinite memory driven by a fractional Brownian motion with Hurst parameter \(H>1/2\)
- Euler scheme for fractional delay stochastic differential equations by rough paths techniques
- Exponential behavior and upper noise excitation index of solutions to evolution equations with unbounded delay and tempered fractional Brownian motions
- Neutral stochastic differential equations driven by a fractional Brownian motion with impulsive effects and varying-time delays
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- The existence of a positive solution for a generalized delay logistic equation with multifractional noise
- Stochastic differential equations with nonnegativity constraints driven by fractional Brownian motion
- Moment estimates and applications for SDEs driven by fractional Brownian motions with irregular drifts
- Asymptotic expansions of solutions of stochastic differential equations driven by multivariate fractional Brownian motions having Hurst indices greater than 1/3
- Boundary controllability of nonlocal Hilfer fractional stochastic differential systems with fractional Brownian motion and Poisson jumps
- Attracting and quasi-invariant sets of neutral stochastic integro-differential equations with impulses driven by fractional Brownian motion
- Existence and exponential stability for neutral stochastic integrodifferential equations with impulses driven by a fractional Brownian motion
- Mean-square stability analysis of stochastic delay evolution equations driven by fractional Brownian motion with Hurst index \(H\in(0,1) \)
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